+1,307.7%
EXC vs IT
+6,105.9%
-4,798.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -0.5% |
| 7D | +0.3% | -6.0% | +6.3% | +1.0% |
| 30D | -3.7% | 0.0% | -3.7% | -3.9% |
| 3M | -1.3% | +13.1% | -14.4% | -3.4% |
| 6M | -9.7% | +11.7% | -21.4% | -11.9% |
| YTD | +2.9% | -26.1% | +29.0% | +5.1% |
| 1Y | +4.4% | -21.3% | +25.6% | +5.4% |
| 3Y | +22.2% | -46.7% | +69.0% | +27.8% |
| 5Y | +46.7% | -40.5% | +87.2% | +50.0% |
| 10Y | +155.3% | +103.9% | +51.5% | +121.5% |
| All | +1,307.7% | +6,105.9% | -4,798.1% | +762.9% |
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