+227.7%
XLE vs ITW
+33.8%
+193.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.5% |
| 7D | +0.3% | -1.9% | +2.2% | +1.1% |
| 30D | +8.5% | -10.4% | +18.9% | +13.3% |
| 3M | +14.6% | +3.5% | +11.1% | +12.1% |
| 6M | +17.6% | -3.4% | +20.9% | +18.1% |
| YTD | +48.1% | +8.5% | +39.6% | +40.3% |
| 1Y | +53.8% | +3.2% | +50.6% | +49.0% |
| 3Y | +56.2% | +18.9% | +37.3% | +40.3% |
| 5Y | +227.7% | +35.0% | +192.7% | +159.6% |
| All | +227.7% | +33.8% | +193.9% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling