+1,738.9%
UL vs IT
+6,105.9%
-4,367.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.5% |
| 7D | -1.3% | -6.0% | +4.7% | -0.7% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +17.6% | +13.1% | +4.5% | +15.3% |
| 6M | -5.4% | +11.7% | -17.1% | -7.4% |
| YTD | +0.7% | -26.1% | +26.8% | +2.8% |
| 1Y | -9.3% | -21.3% | +12.0% | -8.3% |
| 3Y | +24.5% | -46.7% | +71.3% | +29.9% |
| 5Y | +23.2% | -40.5% | +63.7% | +25.9% |
| 10Y | +64.5% | +103.9% | -39.4% | +43.3% |
| All | +1,738.9% | +6,105.9% | -4,367.0% | +1,087.8% |
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