+220.4%
W vs IT
+93.0%
+127.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.3% |
| 7D | -7.4% | -6.8% | -0.5% | -3.0% |
| 30D | +7.8% | -0.6% | +8.4% | +6.9% |
| 3M | +10.9% | +3.1% | +7.8% | +5.8% |
| 6M | +86.4% | +25.5% | +60.9% | +51.8% |
| YTD | +14.0% | -23.5% | +37.5% | +24.7% |
| 1Y | +3.5% | -16.6% | +20.2% | +6.4% |
| 3Y | +164.8% | -53.1% | +217.9% | +300.5% |
| 5Y | -53.1% | -41.4% | -11.7% | -38.9% |
| 10Y | +220.4% | +90.9% | +129.5% | +92.3% |
| All | +220.4% | +93.0% | +127.4% | +92.3% |
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