+164.5%
XLB vs IT
+88.4%
+76.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.9% | -9.1% | +6.2% | -0.5% |
| 30D | -3.4% | -12.2% | +8.8% | -0.2% |
| 3M | +1.6% | +7.8% | -6.2% | -2.4% |
| 6M | +3.6% | +2.0% | +1.7% | +0.1% |
| YTD | +14.2% | -32.7% | +47.0% | +24.5% |
| 1Y | +15.6% | -31.1% | +46.7% | +24.0% |
| 3Y | +33.1% | -52.1% | +85.2% | +56.5% |
| 5Y | +35.0% | -46.3% | +81.3% | +48.1% |
| 10Y | +164.5% | +91.4% | +73.2% | +75.6% |
| All | +164.5% | +88.4% | +76.1% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling