+823.0%
XLB vs IT
+912.5%
-89.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | +5.3% | -3.1% | +8.4% | +5.6% |
| 3M | 0.0% | +6.3% | -6.3% | -2.4% |
| 6M | +1.2% | +24.8% | -23.5% | -6.7% |
| YTD | +16.9% | -24.4% | +41.2% | +19.8% |
| 1Y | +20.9% | -17.1% | +38.0% | +21.0% |
| 3Y | +43.3% | -53.6% | +97.0% | +62.3% |
| 5Y | +28.3% | -42.5% | +70.8% | +35.7% |
| 10Y | +165.3% | +88.8% | +76.5% | +104.1% |
| All | +823.0% | +912.5% | -89.5% | +338.3% |
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