+39.2%
XLK vs IR
-8.8%
+48.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -4.5% | +4.7% | +1.2% |
| 30D | -0.6% | -13.9% | +13.3% | +2.5% |
| 3M | +2.6% | -0.3% | +2.9% | +2.4% |
| 6M | +34.0% | -14.3% | +48.3% | +36.6% |
| YTD | +30.7% | -7.9% | +38.5% | +31.1% |
| 1Y | +39.2% | -9.9% | +49.1% | +41.5% |
| All | +39.2% | -8.8% | +48.0% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling