+209.0%
XLI vs IR
+288.5%
-79.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -1.1% | -2.8% | +1.8% | +0.1% |
| 30D | -5.9% | -15.1% | +9.2% | +0.8% |
| 3M | -0.3% | +6.1% | -6.3% | -3.2% |
| 6M | +0.1% | -16.8% | +16.9% | +7.4% |
| YTD | +13.6% | -3.5% | +17.1% | +13.9% |
| 1Y | +17.2% | -3.5% | +20.7% | +17.2% |
| 3Y | +68.2% | +9.5% | +58.7% | +55.4% |
| 5Y | +80.7% | +45.1% | +35.6% | +45.3% |
| All | +209.0% | +288.5% | -79.5% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling