+139.0%
XEL vs IR
+334.2%
-195.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.4% | +4.3% | -2.8% | +0.9% |
| 30D | +9.2% | +8.1% | +1.1% | +8.0% |
| 3M | +4.5% | +0.7% | +3.8% | +4.3% |
| 6M | +3.6% | +16.6% | -13.0% | +1.3% |
| YTD | +12.9% | +7.8% | +5.1% | +11.2% |
| 1Y | +4.1% | +9.9% | -5.8% | +2.2% |
| 3Y | +52.3% | +25.2% | +27.1% | +44.5% |
| 5Y | +51.6% | +46.8% | +4.8% | +38.6% |
| All | +139.0% | +334.2% | -195.1% | +93.7% |
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