-26.3%
U vs IT
+42.9%
-69.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | +24.4% | -7.5% | +31.8% | +28.7% |
| 30D | +7.4% | -1.2% | +8.5% | +5.3% |
| 3M | +16.8% | -2.2% | +19.0% | +13.5% |
| 6M | +78.8% | +19.1% | +59.7% | +49.3% |
| YTD | +14.0% | -25.1% | +39.1% | +25.4% |
| 1Y | +16.7% | -17.4% | +34.1% | +19.4% |
| 3Y | +86.4% | -54.1% | +140.5% | +171.6% |
| 5Y | -71.5% | -42.7% | -28.8% | -67.7% |
| All | -26.3% | +42.9% | -69.2% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling