+46.0%
RF vs IT
-41.7%
+87.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -1.3% | -6.8% | +5.5% | +0.2% |
| 30D | +4.6% | -0.6% | +5.2% | +4.3% |
| 3M | -8.4% | +3.1% | -11.5% | -10.0% |
| 6M | +8.9% | +25.5% | -16.6% | +0.3% |
| YTD | +8.8% | -23.5% | +32.3% | +14.7% |
| 1Y | +18.9% | -16.6% | +35.6% | +21.5% |
| 3Y | +116.0% | -53.1% | +169.1% | +168.6% |
| 5Y | +46.0% | -41.4% | +87.5% | +55.7% |
| All | +46.0% | -41.7% | +87.7% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling