+127.5%
XLC vs IR
+203.0%
-75.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +4.9% | +3.7% | +1.2% | +3.7% |
| 30D | -5.8% | +7.4% | -13.3% | -8.2% |
| 3M | -5.4% | -5.9% | +0.5% | -3.9% |
| 6M | -10.2% | +5.6% | -15.7% | -12.6% |
| YTD | -10.2% | +4.8% | -15.0% | -13.3% |
| 1Y | -5.6% | +6.9% | -12.6% | -9.6% |
| 3Y | +61.0% | +27.6% | +33.4% | +41.0% |
| 5Y | +35.2% | +45.8% | -10.6% | +10.8% |
| All | +127.5% | +203.0% | -75.5% | +33.8% |
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