+49.9%
XLE vs IT
-17.9%
+67.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -4.8% |
| 7D | -7.2% | -5.5% | -1.7% | -7.1% |
| 30D | +0.1% | +10.3% | -10.2% | 0.0% |
| 3M | +9.2% | +11.5% | -2.3% | +9.1% |
| 6M | +8.4% | +40.3% | -31.9% | +7.7% |
| YTD | +44.9% | -17.9% | +62.8% | +42.2% |
| 1Y | +49.9% | -8.8% | +58.7% | +45.6% |
| All | +49.9% | -17.9% | +67.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling