+820.5%
XLB vs IT
+889.1%
-68.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.8% |
| 7D | -1.4% | -6.0% | +4.6% | 0.0% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | +2.0% | +13.1% | -11.1% | -2.5% |
| 6M | +1.8% | +11.7% | -9.9% | -3.3% |
| YTD | +16.6% | -26.1% | +42.7% | +21.2% |
| 1Y | +16.9% | -21.3% | +38.2% | +19.0% |
| 3Y | +32.6% | -46.7% | +79.3% | +45.5% |
| 5Y | +35.6% | -40.5% | +76.2% | +43.2% |
| 10Y | +160.0% | +103.9% | +56.1% | +98.0% |
| All | +820.5% | +889.1% | -68.5% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling