+199.5%
XLI vs IR
+334.1%
-134.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +4.3% | +4.2% | +0.1% | +2.5% |
| 30D | +0.5% | +8.1% | -7.6% | -3.0% |
| 3M | -8.6% | +0.7% | -9.3% | -9.1% |
| 6M | -2.3% | +16.6% | -18.9% | -9.2% |
| YTD | +10.1% | +7.8% | +2.3% | +5.1% |
| 1Y | +11.0% | +9.9% | +1.1% | +4.9% |
| 3Y | +72.3% | +25.2% | +47.1% | +50.2% |
| 5Y | +70.8% | +46.8% | +24.1% | +36.3% |
| All | +199.5% | +334.1% | -134.6% | +62.7% |
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