+65.8%
XLE vs ITW
+34.0%
+31.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | -4.0% | +8.9% | -12.9% | -6.9% |
| 3M | +4.6% | -0.9% | +5.5% | +4.8% |
| 6M | +12.3% | +16.0% | -3.7% | +5.0% |
| YTD | +44.5% | +19.4% | +25.1% | +31.2% |
| 1Y | +42.4% | +20.7% | +21.7% | +28.5% |
| All | +65.8% | +34.0% | +31.9% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling