+248.8%
XLF vs IT
+103.1%
+145.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | -1.0% |
| 7D | -1.5% | -3.7% | +2.2% | -0.4% |
| 30D | -1.2% | +0.1% | -1.2% | -1.6% |
| 3M | +9.2% | +20.7% | -11.5% | +0.3% |
| 6M | +16.3% | +12.0% | +4.4% | +8.3% |
| YTD | +5.4% | -28.8% | +34.2% | +14.1% |
| 1Y | +7.6% | -25.5% | +33.1% | +13.5% |
| 3Y | +74.2% | -48.8% | +123.0% | +103.8% |
| 5Y | +66.1% | -42.7% | +108.9% | +79.6% |
| All | +248.8% | +103.1% | +145.8% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling