+16.2%
W vs IT
-30.5%
+46.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.7% |
| 7D | +5.9% | -9.1% | +15.0% | +9.3% |
| 30D | -3.0% | -12.2% | +9.1% | +1.1% |
| 3M | +40.3% | +7.8% | +32.5% | +35.2% |
| 6M | +32.2% | +2.0% | +30.2% | +28.7% |
| YTD | -0.3% | -32.7% | +32.4% | +1.5% |
| 1Y | +16.2% | -31.1% | +47.3% | +15.6% |
| All | +16.2% | -30.5% | +46.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling