+142.8%
XLB vs IR
+336.9%
-194.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +0.5% | +1.5% | -1.0% | -0.2% |
| 30D | +6.9% | +9.0% | -2.1% | +3.0% |
| 3M | -0.2% | -0.9% | +0.7% | -0.2% |
| 6M | +3.3% | +13.4% | -10.1% | -2.6% |
| YTD | +18.0% | +8.5% | +9.6% | +12.3% |
| 1Y | +24.2% | +11.3% | +13.0% | +16.8% |
| 3Y | +44.7% | +26.0% | +18.7% | +25.8% |
| 5Y | +31.6% | +47.9% | -16.3% | +5.0% |
| All | +142.8% | +336.9% | -194.0% | +32.0% |
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