+200.7%
XLI vs IR
+271.9%
-71.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | -8.2% | -14.0% | +5.9% | -2.1% |
| 3M | +0.8% | +3.7% | -3.0% | -1.2% |
| 6M | +0.8% | -15.4% | +16.2% | +7.4% |
| YTD | +10.5% | -7.7% | +18.2% | +13.0% |
| 1Y | +14.1% | -8.8% | +23.0% | +16.9% |
| 3Y | +68.6% | +5.6% | +63.0% | +58.2% |
| 5Y | +80.4% | +34.3% | +46.1% | +49.8% |
| All | +200.7% | +271.9% | -71.2% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling