+5.6%
XYZ vs IT
-29.8%
+35.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | -1.3% |
| 7D | +2.9% | -9.1% | +12.0% | +5.4% |
| 30D | +1.4% | -7.0% | +8.4% | +3.1% |
| 3M | +14.6% | +7.6% | +6.9% | +11.0% |
| 6M | +20.8% | +2.1% | +18.6% | +18.8% |
| YTD | +23.1% | -31.6% | +54.6% | +33.1% |
| 1Y | +5.6% | -29.9% | +35.6% | +13.2% |
| All | +5.6% | -29.8% | +35.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling