+1,811.5%
UL vs IT
+6,296.6%
-4,485.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | +4.5% | -1.8% | +6.4% | +4.6% |
| 3M | +6.5% | +4.8% | +1.6% | +5.5% |
| 6M | +18.2% | +33.0% | -14.8% | +13.2% |
| YTD | +4.7% | -23.8% | +28.5% | +6.1% |
| 1Y | +0.8% | -16.5% | +17.3% | +1.1% |
| 3Y | +35.9% | -53.6% | +89.5% | +44.0% |
| 5Y | +33.4% | -42.1% | +75.5% | +36.5% |
| 10Y | +106.9% | +90.1% | +16.8% | +81.2% |
| All | +1,811.5% | +6,296.6% | -4,485.1% | +1,127.1% |
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 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