-68.0%
U vs IT
-44.6%
-23.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +7.3% |
| 7D | +4.5% | -9.1% | +13.6% | +10.4% |
| 30D | -0.6% | -7.0% | +6.4% | +2.9% |
| 3M | +48.4% | +7.6% | +40.8% | +34.4% |
| 6M | +115.4% | +2.1% | +113.2% | +98.7% |
| YTD | -3.2% | -31.6% | +28.4% | +19.5% |
| 1Y | -6.0% | -29.9% | +23.9% | +12.6% |
| 3Y | +13.5% | -51.3% | +64.7% | +59.1% |
| 5Y | -68.0% | -44.8% | -23.2% | -63.7% |
| All | -68.0% | -44.6% | -23.4% | -63.7% |
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