+46.4%
RF vs IT
-42.3%
+88.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | +0.4% | -3.7% | +4.0% | +1.2% |
| 30D | +5.6% | -3.1% | +8.7% | +5.9% |
| 3M | -8.9% | +6.3% | -15.2% | -11.0% |
| 6M | +7.1% | +24.8% | -17.7% | -1.3% |
| YTD | +8.3% | -24.4% | +32.7% | +14.5% |
| 1Y | +16.8% | -17.1% | +33.9% | +19.4% |
| 3Y | +115.0% | -53.6% | +168.6% | +168.0% |
| 5Y | +46.4% | -42.5% | +88.9% | +57.3% |
| All | +46.4% | -42.3% | +88.7% | +57.3% |
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 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