+54.6%
XLE vs IR
+9.5%
+45.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | +2.2% | -2.8% | +5.0% | +2.7% |
| 30D | +11.8% | -15.1% | +26.9% | +15.2% |
| 3M | +9.8% | +6.1% | +3.8% | +7.6% |
| 6M | +15.6% | -16.8% | +32.4% | +20.2% |
| YTD | +45.3% | -3.5% | +48.8% | +43.6% |
| 1Y | +48.3% | -3.5% | +51.8% | +46.1% |
| All | +54.6% | +9.5% | +45.2% | +45.0% |
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