+147.8%
XEL vs IT
+103.1%
+44.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | +0.1% |
| 30D | -3.9% | +0.1% | -4.0% | -4.1% |
| 3M | -2.8% | +20.7% | -23.5% | -6.1% |
| 6M | -5.4% | +12.0% | -17.4% | -8.1% |
| YTD | +3.8% | -28.8% | +32.6% | +7.7% |
| 1Y | +6.8% | -25.5% | +32.4% | +9.6% |
| 3Y | +45.6% | -48.8% | +94.3% | +55.8% |
| 5Y | +30.7% | -42.7% | +73.4% | +34.4% |
| All | +147.8% | +103.1% | +44.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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