-63.7%
XYZ vs IT
-42.2%
-21.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.4% |
| 7D | -1.1% | +1.1% | -2.1% | -1.6% |
| 30D | +11.5% | -1.8% | +13.4% | +11.2% |
| 3M | +1.8% | +4.8% | -3.0% | -3.9% |
| 6M | +21.2% | +33.0% | -11.8% | -7.0% |
| YTD | +29.9% | -23.8% | +53.8% | +46.2% |
| 1Y | +35.8% | -16.5% | +52.3% | +41.3% |
| 3Y | +62.6% | -53.6% | +116.2% | +161.5% |
| All | -63.7% | -42.2% | -21.5% | -59.8% |
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 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