+137.5%
XLB vs IR
+282.2%
-144.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.3% |
| 7D | -0.2% | +0.6% | -0.9% | -0.5% |
| 30D | -1.7% | -13.6% | +11.9% | +4.2% |
| 3M | +4.4% | +3.7% | +0.7% | +2.4% |
| 6M | +5.0% | -13.1% | +18.1% | +10.1% |
| YTD | +15.5% | -5.1% | +20.6% | +16.4% |
| 1Y | +14.9% | -6.5% | +21.4% | +16.2% |
| 3Y | +34.5% | +8.5% | +26.0% | +24.5% |
| 5Y | +36.5% | +43.3% | -6.8% | +10.8% |
| All | +137.5% | +282.2% | -144.6% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling