+163.6%
W vs IT
+153.7%
+9.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.2% | +5.4% |
| 7D | -4.2% | -6.0% | +1.9% | -0.5% |
| 30D | -7.6% | 0.0% | -7.6% | -8.2% |
| 3M | +37.2% | +13.1% | +24.1% | +24.1% |
| 6M | +26.3% | +11.7% | +14.6% | +12.5% |
| YTD | -1.0% | -26.1% | +25.1% | +12.8% |
| 1Y | +20.1% | -21.3% | +41.3% | +28.8% |
| 3Y | +37.8% | -46.7% | +84.5% | +89.0% |
| 5Y | -63.7% | -40.5% | -23.1% | -52.3% |
| 10Y | +156.3% | +103.9% | +52.4% | +55.4% |
| All | +163.6% | +153.7% | +9.9% | +37.2% |
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