+71.5%
XLI vs IR
+25.2%
+46.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.8% | +2.5% | +1.2% | +2.7% |
| 30D | +1.0% | +9.2% | -8.1% | -2.6% |
| 3M | -8.9% | +0.9% | -9.9% | -9.5% |
| 6M | -2.3% | +19.2% | -21.5% | -9.7% |
| YTD | +9.7% | +7.5% | +2.2% | +4.9% |
| 1Y | +12.3% | +11.7% | +0.6% | +5.6% |
| 3Y | +71.5% | +23.9% | +47.6% | +48.1% |
| All | +71.5% | +25.2% | +46.3% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling