+45.2%
PL vs IT
-4.2%
+49.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.5% | +14.0% | +14.4% |
| 7D | +10.9% | -18.8% | +29.7% | +16.7% |
| 30D | -16.4% | -0.1% | -16.3% | -17.6% |
| 3M | -39.9% | +2.9% | -42.9% | -42.3% |
| 6M | -63.2% | +20.4% | -83.6% | -67.6% |
| YTD | -27.1% | -24.3% | -2.8% | -22.2% |
| 1Y | +12.2% | -17.2% | +29.3% | +13.4% |
| 3Y | +584.3% | -52.4% | +636.7% | +852.9% |
| 5Y | +37.0% | -43.7% | +80.7% | +55.1% |
| All | +45.2% | -4.2% | +49.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling