+170.7%
XLE vs IT
+89.8%
+80.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +3.2% |
| 7D | 0.0% | -9.1% | +9.1% | +2.5% |
| 30D | +12.6% | -7.0% | +19.7% | +14.4% |
| 3M | +11.8% | +7.6% | +4.2% | +7.3% |
| 6M | +16.1% | +2.1% | +14.0% | +11.9% |
| YTD | +46.9% | -31.6% | +78.5% | +59.2% |
| 1Y | +53.3% | -29.9% | +83.2% | +63.2% |
| 3Y | +54.9% | -51.3% | +106.2% | +79.5% |
| 5Y | +225.7% | -44.8% | +270.5% | +242.5% |
| 10Y | +170.7% | +91.4% | +79.3% | +59.3% |
| All | +170.7% | +89.8% | +80.8% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling