+53.3%
XLE vs IT
-29.8%
+83.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.2% |
| 7D | 0.0% | -9.1% | +9.1% | +0.1% |
| 30D | +12.6% | -7.0% | +19.7% | +12.7% |
| 3M | +11.8% | +7.6% | +4.2% | +11.5% |
| 6M | +16.1% | +2.1% | +14.0% | +15.4% |
| YTD | +46.9% | -31.6% | +78.5% | +45.3% |
| 1Y | +53.3% | -29.9% | +83.2% | +51.0% |
| All | +53.3% | -29.8% | +83.0% | +51.0% |
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