+1,019.2%
XLE vs ITW
+1,652.5%
-633.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.7% |
| 7D | -0.2% | -1.6% | +1.4% | +0.7% |
| 30D | -4.0% | +8.9% | -12.9% | -8.8% |
| 3M | +4.6% | -0.9% | +5.5% | +4.6% |
| 6M | +12.3% | +16.0% | -3.7% | +1.9% |
| YTD | +44.5% | +19.4% | +25.1% | +27.8% |
| 1Y | +42.4% | +20.7% | +21.7% | +25.0% |
| 3Y | +67.0% | +33.4% | +33.6% | +37.1% |
| 5Y | +161.9% | +39.1% | +122.8% | +105.1% |
| 10Y | +173.9% | +195.3% | -21.4% | +40.2% |
| All | +1,019.2% | +1,652.5% | -633.3% | +144.8% |
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