+1,477.5%
XLK vs IT
+800.3%
+677.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +2.3% | -9.1% | +11.5% | +5.0% |
| 30D | +0.8% | -12.2% | +13.0% | +4.2% |
| 3M | +4.1% | +7.8% | -3.8% | -1.0% |
| 6M | +34.8% | +2.0% | +32.8% | +29.0% |
| YTD | +30.8% | -32.7% | +63.5% | +40.5% |
| 1Y | +42.4% | -31.1% | +73.4% | +50.6% |
| 3Y | +121.8% | -52.1% | +173.9% | +157.0% |
| 5Y | +146.6% | -46.3% | +192.9% | +174.6% |
| 10Y | +804.3% | +91.4% | +712.9% | +569.4% |
| All | +1,477.5% | +800.3% | +677.2% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling