-5.8%
XLC vs IT
-17.9%
+12.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.4% |
| 7D | +1.8% | -5.5% | +7.2% | +2.0% |
| 30D | -6.0% | +10.3% | -16.3% | -7.0% |
| 3M | -6.0% | +11.5% | -17.5% | -7.3% |
| 6M | -9.1% | +40.3% | -49.3% | -12.0% |
| YTD | -10.0% | -17.9% | +7.8% | -9.1% |
| 1Y | -5.8% | -8.8% | +3.0% | -6.4% |
| All | -5.8% | -17.9% | +12.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling