+198.3%
W vs IT
+157.1%
+41.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | +1.1% | -7.5% | +8.6% | +6.2% |
| 30D | +6.4% | -1.2% | +7.6% | +6.0% |
| 3M | +9.0% | -2.2% | +11.2% | +7.5% |
| 6M | +69.8% | +19.1% | +50.7% | +44.0% |
| YTD | +12.1% | -25.1% | +37.2% | +23.9% |
| 1Y | 0.0% | -17.4% | +17.4% | +3.2% |
| 3Y | +160.3% | -54.1% | +214.4% | +292.9% |
| 5Y | -53.3% | -42.7% | -10.6% | -38.5% |
| 10Y | +217.0% | +88.1% | +128.8% | +94.0% |
| All | +198.3% | +157.1% | +41.2% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling