+396.3%
IT vs XYL
+449.8%
-53.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.7% |
| 7D | -6.0% | -5.0% | -1.0% | -3.6% |
| 30D | 0.0% | -13.2% | +13.2% | +7.0% |
| 3M | +13.1% | -3.7% | +16.8% | +15.4% |
| 6M | +11.7% | -17.7% | +29.4% | +21.8% |
| YTD | -26.1% | -21.5% | -4.6% | -17.8% |
| 1Y | -21.3% | -24.5% | +3.2% | -10.9% |
| 3Y | -46.7% | +6.9% | -53.7% | -49.9% |
| 5Y | -40.5% | -18.1% | -22.4% | -37.8% |
| 10Y | +103.9% | +134.7% | -30.8% | +37.1% |
| All | +396.3% | +449.8% | -53.4% | +154.6% |
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