+1,024.7%
XLE vs ITW
+1,529.0%
-504.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +2.2% | -3.6% | +5.8% | +4.2% |
| 30D | +11.8% | -9.1% | +20.9% | +17.8% |
| 3M | +9.8% | +8.2% | +1.6% | +4.1% |
| 6M | +15.6% | -4.8% | +20.3% | +17.0% |
| YTD | +45.3% | +11.0% | +34.2% | +34.4% |
| 1Y | +48.3% | +4.2% | +44.1% | +41.8% |
| 3Y | +55.4% | +17.3% | +38.2% | +37.7% |
| 5Y | +216.1% | +33.0% | +183.1% | +154.6% |
| 10Y | +178.4% | +182.3% | -3.9% | +46.7% |
| All | +1,024.7% | +1,529.0% | -504.3% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling