+37.6%
XLC vs IT
-45.7%
+83.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -1.4% | -9.1% | +7.7% | +0.8% |
| 30D | -0.9% | -12.2% | +11.3% | +2.0% |
| 3M | -0.3% | +7.8% | -8.1% | -3.6% |
| 6M | -5.2% | +2.0% | -7.2% | -7.6% |
| YTD | -5.3% | -32.7% | +27.4% | +3.8% |
| 1Y | -2.8% | -31.1% | +28.3% | +4.9% |
| 3Y | +71.2% | -52.1% | +123.3% | +102.7% |
| 5Y | +37.6% | -46.3% | +83.9% | +46.0% |
| All | +37.6% | -45.7% | +83.3% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling