+1,372.6%
EXC vs IT
+6,259.0%
-4,886.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.7% | -18.8% | +17.1% | +0.7% |
| 30D | +9.3% | -0.1% | +9.4% | +9.1% |
| 3M | +1.0% | +2.9% | -1.9% | +0.2% |
| 6M | +5.9% | +20.4% | -14.5% | +2.2% |
| YTD | +7.6% | -24.3% | +31.9% | +9.2% |
| 1Y | +2.4% | -17.2% | +19.6% | +2.6% |
| 3Y | +30.2% | -52.4% | +82.7% | +38.0% |
| 5Y | +41.4% | -43.7% | +85.1% | +45.1% |
| 10Y | +183.8% | +90.3% | +93.5% | +147.0% |
| All | +1,372.6% | +6,259.0% | -4,886.4% | +796.6% |
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