-26.6%
U vs IT
+44.3%
-70.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | +2.8% | -3.7% | +6.5% | +4.6% |
| 30D | +7.6% | -3.1% | +10.7% | +6.7% |
| 3M | +12.7% | +6.3% | +6.3% | +4.6% |
| 6M | +87.0% | +24.8% | +62.2% | +51.6% |
| YTD | +13.6% | -24.4% | +38.0% | +24.3% |
| 1Y | +25.3% | -17.1% | +42.4% | +28.1% |
| 3Y | +85.8% | -53.6% | +139.4% | +169.2% |
| 5Y | -74.5% | -42.5% | -32.0% | -71.3% |
| All | -26.6% | +44.3% | -70.9% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling