+239.8%
RF vs IT
+88.3%
+151.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +0.3% | -7.5% | +7.8% | +3.4% |
| 30D | +6.2% | -1.2% | +7.3% | +5.7% |
| 3M | -7.8% | -2.2% | -5.6% | -8.9% |
| 6M | +5.9% | +19.1% | -13.2% | -6.7% |
| YTD | +9.0% | -25.1% | +34.2% | +15.9% |
| 1Y | +19.3% | -17.4% | +36.6% | +20.3% |
| 3Y | +116.4% | -54.1% | +170.5% | +182.8% |
| 5Y | +46.0% | -42.7% | +88.7% | +60.0% |
| 10Y | +239.8% | +88.1% | +151.6% | +60.2% |
| All | +239.8% | +88.3% | +151.5% | +60.2% |
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