+639.7%
XLK vs IR
+288.5%
+351.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | +0.7% | -15.1% | +15.9% | +7.2% |
| 3M | -2.9% | +6.1% | -9.0% | -5.6% |
| 6M | +34.3% | -16.8% | +51.1% | +42.6% |
| YTD | +30.4% | -3.5% | +33.9% | +29.9% |
| 1Y | +43.4% | -3.5% | +46.9% | +42.3% |
| 3Y | +116.8% | +9.5% | +107.4% | +102.0% |
| 5Y | +144.0% | +45.1% | +98.9% | +102.3% |
| All | +639.7% | +288.5% | +351.2% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling