+179.2%
XLE vs ITW
+192.7%
-13.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +5.4% | +2.3% | +3.1% | +3.9% |
| 30D | -3.9% | +6.7% | -10.6% | -8.0% |
| 3M | +7.0% | -0.5% | +7.6% | +6.8% |
| 6M | +14.2% | +16.4% | -2.2% | +2.3% |
| YTD | +48.2% | +19.0% | +29.2% | +29.3% |
| 1Y | +47.7% | +20.2% | +27.5% | +27.8% |
| 3Y | +70.0% | +33.1% | +36.9% | +35.3% |
| 5Y | +169.1% | +35.7% | +133.4% | +105.1% |
| All | +179.2% | +192.7% | -13.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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