-54.2%
W vs IT
-43.2%
-11.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +1.2% |
| 7D | -3.6% | -16.9% | +13.3% | +7.9% |
| 30D | +7.0% | +2.3% | +4.6% | +3.6% |
| 3M | +7.4% | +2.9% | +4.5% | +1.8% |
| 6M | +69.3% | +25.9% | +43.5% | +35.0% |
| YTD | +11.3% | -24.6% | +35.9% | +26.3% |
| 1Y | +13.2% | -16.0% | +29.3% | +16.8% |
| 3Y | +142.0% | -51.6% | +193.6% | +287.3% |
| All | -54.2% | -43.2% | -11.1% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling