+142.5%
XLC vs IR
+178.8%
-36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.6% |
| 7D | -0.8% | -2.8% | +2.0% | +0.1% |
| 30D | +1.0% | -15.1% | +16.2% | +6.5% |
| 3M | -0.7% | +6.1% | -6.8% | -3.1% |
| 6M | -5.1% | -16.8% | +11.7% | -0.2% |
| YTD | -4.3% | -3.5% | -0.7% | -4.7% |
| 1Y | -0.6% | -3.5% | +2.9% | -1.4% |
| 3Y | +72.7% | +9.5% | +63.2% | +59.5% |
| 5Y | +38.0% | +45.1% | -7.1% | +13.8% |
| All | +142.5% | +178.8% | -36.4% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling