+18.9%
RF vs IT
-15.3%
+34.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -1.3% | -6.8% | +5.5% | -0.9% |
| 30D | +4.6% | -0.6% | +5.2% | +4.7% |
| 3M | -8.4% | +3.1% | -11.5% | -8.6% |
| 6M | +8.9% | +25.5% | -16.6% | +6.9% |
| YTD | +8.8% | -23.5% | +32.3% | +10.3% |
| 1Y | +18.9% | -16.6% | +35.6% | +16.3% |
| All | +18.9% | -15.3% | +34.2% | +16.3% |
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