+73.7%
EXE vs IT
-41.7%
+115.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +1.5% | -6.8% | +8.4% | +2.2% |
| 30D | -0.2% | -0.6% | +0.4% | -0.4% |
| 3M | -9.2% | +3.1% | -12.3% | -10.0% |
| 6M | -7.2% | +25.5% | -32.7% | -10.4% |
| YTD | -18.3% | -23.5% | +5.2% | -15.5% |
| 1Y | -23.6% | -16.6% | -7.0% | -22.2% |
| 3Y | +21.9% | -53.1% | +75.0% | +37.4% |
| 5Y | +73.7% | -41.4% | +115.1% | +89.2% |
| All | +73.7% | -41.7% | +115.3% | +89.2% |
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