+1,309.8%
XEL vs IT
+5,645.5%
-4,335.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +9.0% | +2.3% |
| 7D | +1.3% | -9.1% | +10.4% | +2.2% |
| 30D | -1.5% | -7.0% | +5.5% | -0.9% |
| 3M | -0.2% | +7.6% | -7.8% | -1.6% |
| 6M | -5.4% | +2.1% | -7.6% | -6.7% |
| YTD | +5.6% | -31.6% | +37.2% | +8.3% |
| 1Y | +10.5% | -29.9% | +40.4% | +12.6% |
| 3Y | +49.2% | -51.3% | +100.5% | +56.4% |
| 5Y | +30.1% | -44.8% | +74.9% | +33.5% |
| 10Y | +146.7% | +91.4% | +55.3% | +118.3% |
| All | +1,309.8% | +5,645.5% | -4,335.7% | +777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling