+71.5%
XLI vs IT
-53.3%
+124.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +1.0% | -1.8% | +2.9% | +0.9% |
| 3M | -8.9% | +4.8% | -13.7% | -9.7% |
| 6M | -2.3% | +33.0% | -35.3% | -5.9% |
| YTD | +9.7% | -23.8% | +33.5% | +15.6% |
| 1Y | +12.3% | -16.5% | +28.8% | +15.8% |
| 3Y | +71.5% | -53.6% | +125.1% | +109.5% |
| All | +71.5% | -53.3% | +124.7% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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