+80.4%
XLI vs IT
-46.1%
+126.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.3% | -12.7% | +10.4% | -0.1% |
| 30D | -8.2% | -8.9% | +0.7% | -6.9% |
| 3M | +0.8% | +10.1% | -9.4% | -2.1% |
| 6M | +0.8% | +7.3% | -6.4% | -2.3% |
| YTD | +10.5% | -32.4% | +42.9% | +19.4% |
| 1Y | +14.1% | -26.6% | +40.8% | +19.7% |
| 3Y | +68.6% | -51.8% | +120.4% | +97.1% |
| 5Y | +80.4% | -45.6% | +126.0% | +94.2% |
| All | +80.4% | -46.1% | +126.5% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling