+554.0%
XYZ vs IT
+116.6%
+437.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +4.0% |
| 7D | +12.1% | -16.9% | +29.1% | +23.7% |
| 30D | +12.4% | +2.3% | +10.0% | +9.2% |
| 3M | +8.2% | +2.9% | +5.3% | +3.2% |
| 6M | +20.7% | +25.9% | -5.2% | -3.1% |
| YTD | +31.3% | -24.6% | +56.0% | +43.6% |
| 1Y | +20.5% | -16.0% | +36.6% | +21.9% |
| 3Y | +72.6% | -51.6% | +124.2% | +142.5% |
| 5Y | -64.0% | -42.6% | -21.3% | -54.6% |
| 10Y | +601.8% | +103.6% | +498.3% | +330.8% |
| All | +554.0% | +116.6% | +437.4% | +296.9% |
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