+40.5%
W vs IT
-51.4%
+91.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +8.0% | +4.0% |
| 7D | +6.5% | -9.1% | +15.6% | +10.9% |
| 30D | -6.2% | -7.0% | +0.8% | -3.7% |
| 3M | +48.9% | +7.6% | +41.2% | +41.7% |
| 6M | +31.2% | +2.1% | +29.1% | +26.5% |
| YTD | -0.4% | -31.6% | +31.1% | +14.7% |
| 1Y | +14.8% | -29.9% | +44.7% | +28.8% |
| 3Y | +40.5% | -51.3% | +91.8% | +109.7% |
| All | +40.5% | -51.4% | +91.9% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling