+270.0%
INTC vs XLB
+158.8%
+111.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.7% |
| 7D | +18.0% | -2.9% | +20.9% | +21.2% |
| 30D | +8.9% | -3.4% | +12.3% | +12.1% |
| 3M | -1.6% | +1.6% | -3.2% | -3.8% |
| 6M | +133.1% | +3.6% | +129.4% | +125.0% |
| YTD | +187.9% | +14.2% | +173.7% | +153.2% |
| 1Y | +334.7% | +15.6% | +319.1% | +276.7% |
| 3Y | +184.2% | +33.1% | +151.1% | +122.5% |
| 5Y | +116.0% | +35.1% | +81.0% | +67.0% |
| 10Y | +270.0% | +164.5% | +105.4% | +69.5% |
| All | +270.0% | +158.8% | +111.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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