+75.2%
XLF vs IR
+8.4%
+66.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.9% |
| 7D | +0.2% | +0.6% | -0.5% | 0.0% |
| 30D | -0.5% | -13.6% | +13.1% | +4.0% |
| 3M | +10.6% | +3.7% | +7.0% | +8.8% |
| 6M | +14.3% | -13.1% | +27.3% | +18.4% |
| YTD | +5.5% | -5.1% | +10.6% | +5.6% |
| 1Y | +9.6% | -6.5% | +16.0% | +9.9% |
| 3Y | +75.2% | +8.5% | +66.7% | +59.3% |
| All | +75.2% | +8.4% | +66.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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