+73.8%
XLI vs IR
+46.1%
+27.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | +1.1% | +7.6% | -6.5% | -2.3% |
| 3M | -7.7% | +0.1% | -7.8% | -8.0% |
| 6M | -1.8% | +14.0% | -15.8% | -8.2% |
| YTD | +11.1% | +7.5% | +3.6% | +5.8% |
| 1Y | +12.1% | +10.1% | +2.0% | +5.4% |
| 3Y | +73.8% | +24.9% | +49.0% | +47.7% |
| 5Y | +73.8% | +46.9% | +26.9% | +30.8% |
| All | +73.8% | +46.1% | +27.7% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling