+32.0%
XEL vs IT
-42.9%
+75.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | -0.2% |
| 7D | -0.3% | -3.7% | +3.4% | -0.1% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | -2.8% | +20.7% | -23.5% | -4.4% |
| 6M | -5.4% | +12.0% | -17.4% | -6.7% |
| YTD | +3.8% | -28.8% | +32.6% | +6.8% |
| 1Y | +6.8% | -25.5% | +32.4% | +9.2% |
| 3Y | +45.6% | -48.8% | +94.3% | +52.7% |
| All | +32.0% | -42.9% | +75.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling