+138.7%
XLB vs IR
+322.3%
-183.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.3% |
| 7D | -1.5% | +3.7% | -5.2% | -3.0% |
| 30D | +6.1% | +7.4% | -1.4% | +2.8% |
| 3M | 0.0% | -5.9% | +6.0% | +2.1% |
| 6M | 0.0% | +5.6% | -5.6% | -3.0% |
| YTD | +16.0% | +4.8% | +11.2% | +12.0% |
| 1Y | +24.7% | +6.9% | +17.8% | +19.2% |
| 3Y | +40.4% | +27.6% | +12.8% | +21.4% |
| 5Y | +30.7% | +45.8% | -15.1% | +4.9% |
| All | +138.7% | +322.3% | -183.6% | +31.6% |
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