+35.0%
XLB vs IT
-45.7%
+80.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -2.9% | -9.1% | +6.2% | -1.3% |
| 30D | -3.4% | -12.2% | +8.8% | -1.2% |
| 3M | +1.6% | +7.8% | -6.2% | -1.0% |
| 6M | +3.6% | +2.0% | +1.7% | +1.5% |
| YTD | +14.2% | -32.7% | +47.0% | +23.5% |
| 1Y | +15.6% | -31.1% | +46.7% | +23.3% |
| 3Y | +33.1% | -52.1% | +85.2% | +54.0% |
| 5Y | +35.0% | -46.3% | +81.3% | +42.7% |
| All | +35.0% | -45.7% | +80.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling