+82.8%
XLI vs IR
+46.5%
+36.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.2% |
| 7D | +1.0% | +0.6% | +0.3% | +0.7% |
| 30D | -5.8% | -13.6% | +7.8% | +0.5% |
| 3M | +0.7% | +3.7% | -3.0% | -1.4% |
| 6M | +3.2% | -13.1% | +16.2% | +8.9% |
| YTD | +13.0% | -5.1% | +18.2% | +14.1% |
| 1Y | +16.8% | -6.5% | +23.3% | +18.3% |
| 3Y | +72.4% | +8.5% | +63.9% | +56.5% |
| 5Y | +82.8% | +43.3% | +39.5% | +40.0% |
| All | +82.8% | +46.5% | +36.2% | +40.0% |
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