+64.0%
XLE vs IR
+28.5%
+35.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -6.7% | +1.5% | -8.2% | -7.0% |
| 30D | -4.4% | +9.0% | -13.4% | -5.9% |
| 3M | +4.0% | -0.9% | +4.9% | +4.1% |
| 6M | +13.2% | +13.4% | -0.2% | +9.8% |
| YTD | +41.9% | +8.5% | +33.4% | +37.2% |
| 1Y | +41.6% | +11.3% | +30.4% | +35.6% |
| 3Y | +64.0% | +26.0% | +38.0% | +48.9% |
| All | +64.0% | +28.5% | +35.4% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling