+17.2%
XLI vs IR
-1.2%
+18.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -1.1% | -2.8% | +1.8% | 0.0% |
| 30D | -5.9% | -15.1% | +9.2% | +0.1% |
| 3M | -0.3% | +6.1% | -6.3% | -3.0% |
| 6M | +0.1% | -16.8% | +16.9% | +5.8% |
| YTD | +13.6% | -3.5% | +17.1% | +13.8% |
| 1Y | +17.2% | -3.5% | +20.7% | +17.4% |
| All | +17.2% | -1.2% | +18.4% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling