+90.0%
IT vs EXEL
+386.3%
-296.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.8% |
| 7D | -12.7% | -2.9% | -9.8% | -12.3% |
| 30D | -8.9% | +11.9% | -20.8% | -10.5% |
| 3M | +10.1% | +9.2% | +0.9% | +8.6% |
| 6M | +7.3% | +39.1% | -31.8% | +1.6% |
| YTD | -32.4% | +31.0% | -63.4% | -35.5% |
| 1Y | -26.6% | +52.3% | -79.0% | -31.8% |
| 3Y | -51.8% | +159.7% | -211.6% | -59.7% |
| 5Y | -45.6% | +187.7% | -233.3% | -55.7% |
| All | +90.0% | +386.3% | -296.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling