+1,374.5%
IT vs EXEL
+346.4%
+1,028.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -7.5% | -2.4% | -5.1% | -7.1% |
| 30D | -1.2% | +17.9% | -19.1% | -3.8% |
| 3M | -2.2% | +33.3% | -35.5% | -6.7% |
| 6M | +19.1% | +46.6% | -27.5% | +11.7% |
| YTD | -25.1% | +61.0% | -86.1% | -31.1% |
| 1Y | -17.4% | +70.4% | -87.8% | -24.7% |
| 3Y | -54.1% | +236.1% | -290.2% | -63.3% |
| 5Y | -42.7% | +284.8% | -327.5% | -55.5% |
| 10Y | +88.1% | +348.4% | -260.3% | +31.5% |
| All | +1,374.5% | +346.4% | +1,028.1% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling