+580.0%
XYZ vs IT
+89.8%
+490.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | +1.3% |
| 7D | +2.9% | -9.1% | +12.0% | +8.6% |
| 30D | +1.4% | -7.0% | +8.4% | +5.1% |
| 3M | +14.6% | +7.6% | +6.9% | +4.4% |
| 6M | +20.8% | +2.1% | +18.6% | +11.5% |
| YTD | +23.1% | -31.6% | +54.6% | +46.4% |
| 1Y | +5.6% | -29.9% | +35.6% | +21.5% |
| 3Y | +50.9% | -51.3% | +102.2% | +113.5% |
| 5Y | -68.6% | -44.8% | -23.8% | -58.5% |
| 10Y | +580.0% | +91.4% | +488.6% | +318.8% |
| All | +580.0% | +89.8% | +490.1% | +318.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling