+4,199.0%
USB vs IT
+6,797.3%
-2,598.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +2.4% | -5.5% | +7.9% | +3.4% |
| 30D | +6.6% | +10.3% | -3.8% | +3.9% |
| 3M | -4.1% | +11.5% | -15.6% | -7.2% |
| 6M | +12.5% | +40.3% | -27.8% | +1.9% |
| YTD | +17.6% | -17.9% | +35.5% | +18.2% |
| 1Y | +36.5% | -8.8% | +45.3% | +33.9% |
| 3Y | +95.4% | -46.4% | +141.8% | +112.3% |
| 5Y | +26.1% | -37.3% | +63.5% | +30.8% |
| 10Y | +101.3% | +121.9% | -20.6% | +58.3% |
| All | +4,199.0% | +6,797.3% | -2,598.3% | +2,250.7% |
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