+21.2%
UL vs IT
-52.2%
+73.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | -3.2% | -9.1% | +5.9% | -2.8% |
| 30D | -0.6% | -12.2% | +11.6% | 0.0% |
| 3M | +9.4% | +7.8% | +1.6% | +8.6% |
| 6M | -4.1% | +2.0% | -6.1% | -4.8% |
| YTD | -2.0% | -32.7% | +30.8% | -0.8% |
| 1Y | -9.0% | -31.1% | +22.1% | -8.1% |
| All | +21.2% | -52.2% | +73.3% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling