+42.1%
RF vs IT
-43.2%
+85.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.6% |
| 7D | -0.9% | -16.9% | +16.0% | +3.1% |
| 30D | +6.0% | +2.3% | +3.7% | +5.0% |
| 3M | -8.9% | +2.9% | -11.8% | -10.4% |
| 6M | +2.3% | +25.9% | -23.5% | -5.9% |
| YTD | +7.6% | -24.6% | +32.2% | +13.8% |
| 1Y | +21.2% | -16.0% | +37.2% | +23.3% |
| 3Y | +108.5% | -51.6% | +160.1% | +154.7% |
| All | +42.1% | -43.2% | +85.3% | +53.5% |
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