+1,231.6%
IT vs XHB
+173.9%
+1,057.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.1% |
| 7D | -6.0% | -1.3% | -4.7% | -5.4% |
| 30D | 0.0% | -6.9% | +6.9% | +3.6% |
| 3M | +13.1% | -1.3% | +14.3% | +13.0% |
| 6M | +11.7% | -6.8% | +18.5% | +13.8% |
| YTD | -26.1% | +0.7% | -26.8% | -28.2% |
| 1Y | -21.3% | -11.2% | -10.0% | -18.4% |
| 3Y | -46.7% | +25.3% | -72.1% | -55.5% |
| 5Y | -40.5% | +37.3% | -77.8% | -53.1% |
| 10Y | +103.9% | +211.5% | -107.6% | +2.4% |
| All | +1,231.6% | +173.9% | +1,057.7% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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