+63.3%
UL vs IT
+92.9%
-29.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.1% | -12.7% | +8.6% | -2.1% |
| 30D | -1.2% | -8.9% | +7.7% | +0.1% |
| 3M | +6.0% | +10.1% | -4.2% | +3.6% |
| 6M | -5.5% | +7.3% | -12.7% | -7.7% |
| YTD | -3.3% | -32.4% | +29.0% | +1.2% |
| 1Y | -9.8% | -26.6% | +16.8% | -7.2% |
| 3Y | +20.1% | -51.8% | +72.0% | +29.8% |
| 5Y | +19.2% | -45.6% | +64.8% | +23.1% |
| All | +63.3% | +92.9% | -29.6% | +32.6% |
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