+41.6%
XLE vs IT
-18.2%
+59.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -6.7% | -7.5% | +0.8% | -6.6% |
| 30D | -4.4% | -1.2% | -3.2% | -4.4% |
| 3M | +4.0% | -2.2% | +6.2% | +4.0% |
| 6M | +13.2% | +19.1% | -5.9% | +12.5% |
| YTD | +41.9% | -25.1% | +67.0% | +39.5% |
| 1Y | +41.6% | -17.4% | +59.0% | +36.6% |
| All | +41.6% | -18.2% | +59.8% | +36.6% |
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