+104.7%
EXE vs IT
-44.8%
+149.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +1.0% |
| 7D | -1.8% | -9.1% | +7.3% | -0.9% |
| 30D | +6.4% | -7.0% | +13.4% | +7.1% |
| 3M | +9.2% | +7.6% | +1.6% | +8.0% |
| 6M | -7.0% | +2.1% | -9.1% | -7.8% |
| YTD | -9.5% | -31.6% | +22.1% | -5.1% |
| 1Y | +6.2% | -29.9% | +36.1% | +10.4% |
| 3Y | +20.7% | -51.3% | +72.0% | +32.6% |
| All | +104.7% | -44.8% | +149.4% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling