+162.2%
W vs IT
+88.4%
+73.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +1.2% |
| 7D | +5.9% | -9.1% | +15.0% | +11.9% |
| 30D | -3.0% | -12.2% | +9.1% | +4.4% |
| 3M | +40.3% | +7.8% | +32.5% | +30.1% |
| 6M | +32.2% | +2.0% | +30.2% | +24.0% |
| YTD | -0.3% | -32.7% | +32.4% | +20.7% |
| 1Y | +16.2% | -31.1% | +47.3% | +35.8% |
| 3Y | +40.7% | -52.1% | +92.8% | +107.8% |
| 5Y | -62.3% | -46.3% | -16.1% | -47.3% |
| 10Y | +162.2% | +91.4% | +70.9% | +68.8% |
| All | +162.2% | +88.4% | +73.8% | +68.8% |
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 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