+133.6%
XLC vs IR
+211.6%
-78.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.1% | +4.3% | -1.2% | +1.7% |
| 30D | -4.2% | +8.1% | -12.3% | -6.8% |
| 3M | -2.1% | +0.7% | -2.8% | -2.7% |
| 6M | -6.6% | +16.6% | -23.2% | -12.0% |
| YTD | -7.8% | +7.8% | -15.6% | -11.8% |
| 1Y | -4.1% | +9.9% | -14.0% | -9.0% |
| 3Y | +62.6% | +25.2% | +37.4% | +43.5% |
| 5Y | +39.6% | +46.8% | -7.2% | +14.1% |
| All | +133.6% | +211.6% | -78.0% | +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