+449.1%
PL vs IT
-46.5%
+495.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.5% |
| 7D | -9.3% | -6.0% | -3.3% | -8.4% |
| 30D | -18.9% | 0.0% | -18.9% | -19.2% |
| 3M | -58.4% | +13.1% | -71.4% | -59.6% |
| 6M | -30.3% | +11.7% | -42.0% | -32.7% |
| YTD | -8.1% | -26.1% | +18.0% | +1.7% |
| 1Y | +180.5% | -21.3% | +201.7% | +197.4% |
| All | +449.1% | -46.5% | +495.6% | +708.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling