+1,371.6%
EXC vs IT
+6,228.4%
-4,856.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.5% |
| 7D | -1.2% | -16.9% | +15.7% | +1.0% |
| 30D | +10.0% | +2.3% | +7.6% | +9.5% |
| 3M | +1.6% | +2.9% | -1.2% | +0.8% |
| 6M | +3.3% | +25.9% | -22.6% | -0.9% |
| YTD | +7.6% | -24.6% | +32.2% | +9.2% |
| 1Y | +3.5% | -16.0% | +19.5% | +3.5% |
| 3Y | +27.7% | -51.6% | +79.2% | +34.9% |
| 5Y | +41.1% | -42.6% | +83.8% | +44.5% |
| 10Y | +178.2% | +103.6% | +74.6% | +140.5% |
| All | +1,371.6% | +6,228.4% | -4,856.8% | +796.5% |
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