+15.6%
XLB vs IT
-30.5%
+46.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -2.9% | -9.1% | +6.2% | -2.7% |
| 30D | -3.4% | -12.2% | +8.8% | -3.1% |
| 3M | +1.6% | +7.8% | -6.2% | +1.3% |
| 6M | +3.6% | +2.0% | +1.7% | +3.5% |
| YTD | +14.2% | -32.7% | +47.0% | +17.1% |
| 1Y | +15.6% | -31.1% | +46.7% | +17.4% |
| All | +15.6% | -30.5% | +46.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling