+21.2%
RF vs IT
-20.0%
+41.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | -0.1% |
| 7D | -0.9% | -16.9% | +16.0% | +0.2% |
| 30D | +6.0% | +2.3% | +3.7% | +6.0% |
| 3M | -8.9% | +2.9% | -11.8% | -9.0% |
| 6M | +2.3% | +25.9% | -23.5% | +0.5% |
| YTD | +7.6% | -24.6% | +32.2% | +9.5% |
| 1Y | +21.2% | -16.0% | +37.2% | +17.2% |
| All | +21.2% | -20.0% | +41.2% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling