+134.0%
XLC vs IR
+213.5%
-79.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | +6.2% | +1.5% | +4.7% | +5.7% |
| 30D | -2.4% | +9.0% | -11.4% | -5.2% |
| 3M | -3.3% | -0.9% | -2.5% | -3.4% |
| 6M | -7.3% | +13.4% | -20.7% | -11.9% |
| YTD | -7.6% | +8.5% | -16.1% | -11.8% |
| 1Y | -3.7% | +11.3% | -15.0% | -9.0% |
| 3Y | +62.9% | +26.0% | +36.9% | +43.5% |
| 5Y | +41.6% | +47.9% | -6.2% | +15.5% |
| All | +134.0% | +213.5% | -79.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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