+149.9%
XLE vs IR
+44.3%
+105.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -12.0% | +3.7% | -15.7% | -12.9% |
| 30D | -2.7% | +7.4% | -10.2% | -4.7% |
| 3M | +6.6% | -5.9% | +12.5% | +8.1% |
| 6M | +9.5% | +5.6% | +4.0% | +6.9% |
| YTD | +40.6% | +4.8% | +35.7% | +35.5% |
| 1Y | +43.6% | +6.9% | +36.7% | +37.2% |
| 3Y | +58.1% | +27.6% | +30.5% | +36.7% |
| All | +149.9% | +44.3% | +105.6% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling