+141.4%
XLC vs IR
+174.3%
-32.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | +0.6% | +0.6% | -0.1% | +0.4% |
| 30D | +0.2% | -13.6% | +13.9% | +5.1% |
| 3M | +0.6% | +3.7% | -3.0% | -1.1% |
| 6M | -4.5% | -13.1% | +8.5% | -1.0% |
| YTD | -4.7% | -5.1% | +0.4% | -4.7% |
| 1Y | -1.7% | -6.5% | +4.8% | -1.4% |
| 3Y | +72.3% | +8.5% | +63.8% | +59.6% |
| 5Y | +37.8% | +43.3% | -5.5% | +14.1% |
| All | +141.4% | +174.3% | -32.9% | +47.1% |
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