+45.4%
XEL vs IT
-51.9%
+97.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.0% |
| 7D | -1.2% | -12.7% | +11.5% | -1.1% |
| 30D | -2.9% | -8.9% | +6.0% | -2.8% |
| 3M | -2.7% | +10.1% | -12.9% | -3.1% |
| 6M | -6.5% | +7.3% | -13.8% | -6.9% |
| YTD | +3.6% | -32.4% | +36.0% | +5.6% |
| 1Y | +7.5% | -26.6% | +34.1% | +8.8% |
| All | +45.4% | -51.9% | +97.3% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling