+197.7%
EXC vs IT
+88.3%
+109.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.1% | -7.5% | +7.6% | +1.5% |
| 30D | +9.0% | -1.2% | +10.2% | +9.0% |
| 3M | +3.3% | -2.2% | +5.5% | +2.9% |
| 6M | +5.7% | +19.1% | -13.4% | 0.0% |
| YTD | +7.3% | -25.1% | +32.5% | +11.2% |
| 1Y | +2.9% | -17.4% | +20.3% | +4.1% |
| 3Y | +29.3% | -54.1% | +83.4% | +46.6% |
| 5Y | +40.1% | -42.7% | +82.7% | +44.7% |
| 10Y | +197.7% | +88.1% | +109.5% | +98.2% |
| All | +197.7% | +88.3% | +109.4% | +98.2% |
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 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