+1,024.7%
XLE vs IT
+889.1%
+135.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | +0.2% |
| 7D | +2.2% | -6.0% | +8.2% | +3.5% |
| 30D | +11.8% | 0.0% | +11.8% | +11.5% |
| 3M | +9.8% | +13.1% | -3.2% | +5.2% |
| 6M | +15.6% | +11.7% | +3.9% | +10.1% |
| YTD | +45.3% | -26.1% | +71.4% | +50.7% |
| 1Y | +48.3% | -21.3% | +69.6% | +50.6% |
| 3Y | +55.4% | -46.7% | +102.2% | +69.1% |
| 5Y | +216.1% | -40.5% | +256.6% | +228.5% |
| 10Y | +178.4% | +103.9% | +74.5% | +113.1% |
| All | +1,024.7% | +889.1% | +135.7% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling