+119.7%
XEL vs IR
+271.1%
-151.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | -4.5% | +4.2% | +0.3% |
| 30D | -3.9% | -13.9% | +10.0% | -2.2% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | -5.4% | -14.3% | +8.9% | -3.9% |
| YTD | +3.8% | -7.9% | +11.6% | +4.3% |
| 1Y | +6.8% | -9.9% | +16.7% | +7.6% |
| 3Y | +45.6% | +6.5% | +39.1% | +40.9% |
| 5Y | +30.7% | +34.0% | -3.3% | +20.8% |
| All | +119.7% | +271.1% | -151.4% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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