+533.2%
XYZ vs IT
+112.4%
+420.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +2.0% |
| 7D | -1.0% | -6.0% | +5.1% | +2.6% |
| 30D | -1.7% | 0.0% | -1.7% | -2.3% |
| 3M | +16.7% | +13.1% | +3.7% | +3.9% |
| 6M | +26.9% | +11.7% | +15.2% | +11.5% |
| YTD | +27.1% | -26.1% | +53.3% | +44.0% |
| 1Y | +9.3% | -21.3% | +30.5% | +16.4% |
| 3Y | +42.3% | -46.7% | +89.0% | +89.5% |
| 5Y | -69.3% | -40.5% | -28.8% | -61.3% |
| 10Y | +586.8% | +103.9% | +482.9% | +334.1% |
| All | +533.2% | +112.4% | +420.8% | +298.2% |
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