+40.7%
XLC vs IR
+46.0%
-5.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +3.7% | +2.5% | +1.2% | +2.8% |
| 30D | -1.9% | +9.2% | -11.1% | -5.1% |
| 3M | -3.1% | +0.9% | -4.1% | -3.8% |
| 6M | -6.4% | +19.2% | -25.6% | -13.1% |
| YTD | -6.8% | +7.5% | -14.3% | -11.4% |
| 1Y | -1.7% | +11.7% | -13.4% | -8.2% |
| 3Y | +64.7% | +23.9% | +40.8% | +37.6% |
| All | +40.7% | +46.0% | -5.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling