+48.3%
XLE vs IR
-1.2%
+49.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.8% |
| 7D | +2.2% | -2.8% | +5.0% | +2.0% |
| 30D | +11.8% | -15.1% | +26.9% | +10.5% |
| 3M | +9.8% | +6.1% | +3.8% | +9.9% |
| 6M | +15.6% | -16.8% | +32.4% | +18.4% |
| YTD | +45.3% | -3.5% | +48.8% | +44.9% |
| 1Y | +48.3% | -3.5% | +51.8% | +48.2% |
| All | +48.3% | -1.2% | +49.5% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling