-17.1%
IT vs EXEL
+62.5%
-79.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -3.7% | +1.6% | -5.3% | -3.8% |
| 30D | -3.1% | +17.4% | -20.5% | -5.0% |
| 3M | +6.3% | +38.6% | -32.3% | +2.1% |
| 6M | +24.8% | +41.2% | -16.4% | +20.2% |
| YTD | -24.4% | +59.3% | -83.7% | -29.3% |
| 1Y | -17.1% | +60.2% | -77.3% | -23.1% |
| All | -17.1% | +62.5% | -79.6% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling