+3.7%
U vs IT
-24.5%
+28.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.7% |
| 7D | -3.8% | -6.0% | +2.2% | -1.6% |
| 30D | +17.5% | 0.0% | +17.4% | +17.0% |
| 3M | +38.7% | +13.1% | +25.7% | +30.7% |
| 6M | +104.4% | +11.7% | +92.7% | +92.7% |
| YTD | -5.7% | -26.1% | +20.4% | +8.8% |
| 1Y | +3.7% | -21.3% | +24.9% | +12.7% |
| All | +3.7% | -24.5% | +28.1% | +12.7% |
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 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