+139.8%
XLB vs IR
+288.5%
-148.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | -1.4% | -2.8% | +1.4% | -0.3% |
| 30D | -0.4% | -15.1% | +14.8% | +6.4% |
| 3M | +2.0% | +6.1% | -4.1% | -0.8% |
| 6M | +1.8% | -16.8% | +18.6% | +8.7% |
| YTD | +16.6% | -3.5% | +20.1% | +16.7% |
| 1Y | +16.9% | -3.5% | +20.4% | +16.7% |
| 3Y | +32.6% | +9.5% | +23.1% | +22.2% |
| 5Y | +35.6% | +45.1% | -9.4% | +9.5% |
| All | +139.8% | +288.5% | -148.7% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling