+1,111.5%
XLI vs NI
+985.1%
+126.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +1.0% | +2.3% | -1.3% | +0.1% |
| 30D | -5.8% | -1.7% | -4.1% | -5.2% |
| 3M | +0.7% | -8.0% | +8.7% | +3.9% |
| 6M | +3.2% | -8.6% | +11.8% | +6.6% |
| YTD | +13.0% | +2.3% | +10.7% | +11.5% |
| 1Y | +16.8% | +6.9% | +9.8% | +12.9% |
| 3Y | +72.4% | +70.6% | +1.9% | +36.4% |
| 5Y | +82.8% | +96.4% | -13.6% | +35.2% |
| 10Y | +252.4% | +136.1% | +116.3% | +134.0% |
| All | +1,111.5% | +985.1% | +126.4% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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