+171.4%
XLE vs IR
+342.0%
-170.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.5% |
| 7D | -7.9% | +5.0% | -12.9% | -9.9% |
| 30D | -4.8% | +10.3% | -15.1% | -9.1% |
| 3M | +8.4% | -0.1% | +8.4% | +7.7% |
| 6M | +12.7% | +14.8% | -2.1% | +4.0% |
| YTD | +41.3% | +9.7% | +31.5% | +30.5% |
| 1Y | +42.3% | +12.2% | +30.1% | +29.7% |
| 3Y | +65.1% | +30.0% | +35.1% | +34.1% |
| 5Y | +150.2% | +46.8% | +103.4% | +84.4% |
| All | +171.4% | +342.0% | -170.7% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling