+178.5%
EXE vs IT
+1.6%
+176.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.7% |
| 7D | -0.3% | -6.0% | +5.8% | +0.4% |
| 30D | +8.5% | 0.0% | +8.4% | +8.4% |
| 3M | +5.5% | +13.1% | -7.6% | +3.7% |
| 6M | -5.9% | +11.7% | -17.6% | -7.7% |
| YTD | -9.7% | -26.1% | +16.4% | -6.1% |
| 1Y | +3.6% | -21.3% | +24.8% | +6.0% |
| 3Y | +18.0% | -46.7% | +64.8% | +28.1% |
| 5Y | +109.4% | -40.5% | +149.9% | +117.8% |
| All | +178.5% | +1.6% | +176.9% | +177.3% |
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