+111.7%
XLP vs IR
+322.3%
-210.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | +0.7% | +3.7% | -2.9% | +0.1% |
| 30D | +10.3% | +7.4% | +2.8% | +8.9% |
| 3M | +6.5% | -5.9% | +12.5% | +7.4% |
| 6M | +8.4% | +5.6% | +2.8% | +7.0% |
| YTD | +18.2% | +4.8% | +13.4% | +16.4% |
| 1Y | +22.4% | +6.9% | +15.5% | +20.0% |
| 3Y | +41.9% | +27.6% | +14.3% | +32.4% |
| 5Y | +40.9% | +45.8% | -4.9% | +26.3% |
| All | +111.7% | +322.3% | -210.5% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling