+210.1%
W vs IT
+90.0%
+120.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +0.2% | +1.1% | -0.9% | -0.5% |
| 30D | +6.8% | -1.8% | +8.7% | +6.8% |
| 3M | +10.7% | +4.8% | +5.8% | +4.6% |
| 6M | +86.3% | +33.0% | +53.3% | +46.1% |
| YTD | +11.5% | -23.8% | +35.3% | +22.3% |
| 1Y | +5.1% | -16.5% | +21.6% | +7.9% |
| 3Y | +171.0% | -53.6% | +224.6% | +313.4% |
| 5Y | -56.6% | -42.1% | -14.5% | -43.1% |
| All | +210.1% | +90.0% | +120.1% | +86.6% |
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