+359.5%
IT vs XYL
+466.0%
-106.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.0% | -10.4% | -8.8% |
| 7D | -9.1% | +1.8% | -10.9% | -10.0% |
| 30D | -7.0% | -9.2% | +2.2% | -2.8% |
| 3M | +7.6% | -0.3% | +7.9% | +7.9% |
| 6M | +2.1% | -11.0% | +13.1% | +7.1% |
| YTD | -31.6% | -19.2% | -12.4% | -25.1% |
| 1Y | -29.9% | -21.2% | -8.7% | -22.4% |
| 3Y | -51.3% | +18.6% | -69.9% | -56.4% |
| 5Y | -44.8% | -14.3% | -30.5% | -43.5% |
| 10Y | +91.4% | +141.0% | -49.7% | +26.8% |
| All | +359.5% | +466.0% | -106.5% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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