+35.8%
XLC vs IR
+44.3%
-8.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +4.9% | +3.7% | +1.2% | +3.5% |
| 30D | -5.8% | +7.4% | -13.3% | -8.4% |
| 3M | -5.4% | -5.9% | +0.5% | -3.7% |
| 6M | -10.2% | +5.6% | -15.7% | -12.8% |
| YTD | -10.2% | +4.8% | -15.0% | -13.8% |
| 1Y | -5.6% | +6.9% | -12.6% | -10.4% |
| 3Y | +61.0% | +27.6% | +33.4% | +32.0% |
| All | +35.8% | +44.3% | -8.5% | -1.4% |
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