+149.1%
XLK vs IR
+35.9%
+113.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.0% |
| 7D | +2.3% | -1.9% | +4.2% | +3.2% |
| 30D | +0.8% | -15.0% | +15.9% | +8.8% |
| 3M | +4.1% | -0.4% | +4.5% | +3.4% |
| 6M | +34.8% | -15.0% | +49.8% | +43.7% |
| YTD | +30.8% | -7.1% | +37.9% | +31.7% |
| 1Y | +42.4% | -7.5% | +49.9% | +43.0% |
| 3Y | +121.8% | +6.3% | +115.5% | +97.4% |
| All | +149.1% | +35.9% | +113.1% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling