+165.1%
XLI vs DOW
-15.4%
+180.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.0% | -2.9% | +3.9% | +1.9% |
| 30D | -5.8% | +2.0% | -7.8% | -6.7% |
| 3M | +0.7% | -12.5% | +13.2% | +4.5% |
| 6M | +3.2% | -9.2% | +12.4% | +3.4% |
| YTD | +13.0% | +30.8% | -17.7% | -2.8% |
| 1Y | +16.8% | +29.4% | -12.6% | -0.5% |
| 3Y | +72.4% | -34.6% | +107.0% | +89.8% |
| 5Y | +82.8% | -35.9% | +118.7% | +99.5% |
| All | +165.1% | -15.4% | +180.5% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DOW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling