+49.2%
XEL vs IR
+8.4%
+40.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.6% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | -1.5% | -13.6% | +12.1% | -0.5% |
| 3M | -0.2% | +3.7% | -3.9% | -0.5% |
| 6M | -5.4% | -13.1% | +7.6% | -4.8% |
| YTD | +5.6% | -5.1% | +10.8% | +5.9% |
| 1Y | +10.5% | -6.5% | +16.9% | +10.8% |
| 3Y | +49.2% | +8.5% | +40.7% | +40.7% |
| All | +49.2% | +8.4% | +40.8% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling