+133.6%
XLC vs IT
+39.6%
+94.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.7% |
| 7D | +3.1% | -3.7% | +6.7% | +4.1% |
| 30D | -4.2% | -3.1% | -1.1% | -4.2% |
| 3M | -2.1% | +6.3% | -8.5% | -5.3% |
| 6M | -6.6% | +24.8% | -31.4% | -15.5% |
| YTD | -7.8% | -24.4% | +16.6% | -3.5% |
| 1Y | -4.1% | -17.1% | +13.0% | -2.9% |
| 3Y | +62.6% | -53.6% | +116.3% | +96.7% |
| 5Y | +39.6% | -42.5% | +82.1% | +51.1% |
| All | +133.6% | +39.6% | +94.0% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling