+73.0%
XLF vs IT
-51.9%
+125.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.9% | -12.7% | +9.8% | -1.1% |
| 30D | -1.6% | -8.9% | +7.3% | -0.5% |
| 3M | +9.3% | +10.1% | -0.9% | +6.9% |
| 6M | +14.6% | +7.3% | +7.3% | +12.0% |
| YTD | +4.7% | -32.4% | +37.1% | +10.9% |
| 1Y | +8.6% | -26.6% | +35.3% | +12.6% |
| All | +73.0% | -51.9% | +125.0% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling