+151.5%
EXC vs IT
+89.8%
+61.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +2.1% |
| 7D | +1.2% | -9.1% | +10.4% | +2.9% |
| 30D | -2.7% | -7.0% | +4.3% | -1.7% |
| 3M | -1.0% | +7.6% | -8.6% | -3.6% |
| 6M | -9.3% | +2.1% | -11.4% | -11.3% |
| YTD | +3.6% | -31.6% | +35.2% | +9.7% |
| 1Y | +5.9% | -29.9% | +35.8% | +10.8% |
| 3Y | +21.3% | -51.3% | +72.6% | +33.7% |
| 5Y | +46.2% | -44.8% | +91.0% | +51.3% |
| 10Y | +151.5% | +91.4% | +60.1% | +72.1% |
| All | +151.5% | +89.8% | +61.6% | +72.1% |
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