+170.0%
XLE vs IR
+316.5%
-146.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -1.8% |
| 7D | -10.3% | +2.3% | -12.6% | -11.3% |
| 30D | -3.3% | +3.3% | -6.7% | -5.0% |
| 3M | +8.2% | -9.0% | +17.2% | +12.0% |
| 6M | +5.0% | +8.0% | -3.0% | -0.6% |
| YTD | +40.6% | +3.4% | +37.2% | +33.3% |
| 1Y | +45.0% | +4.5% | +40.5% | +36.4% |
| 3Y | +56.3% | +25.6% | +30.7% | +28.6% |
| 5Y | +152.2% | +43.8% | +108.4% | +86.7% |
| All | +170.0% | +316.5% | -146.4% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling