+114.0%
XLP vs IR
+336.9%
-222.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +9.1% | +9.0% | +0.1% | +7.5% |
| 3M | +7.9% | -0.9% | +8.7% | +7.8% |
| 6M | +9.6% | +13.4% | -3.8% | +7.0% |
| YTD | +19.4% | +8.5% | +11.0% | +16.9% |
| 1Y | +22.4% | +11.3% | +11.1% | +19.2% |
| 3Y | +43.2% | +26.0% | +17.2% | +34.0% |
| 5Y | +42.6% | +47.9% | -5.3% | +27.6% |
| All | +114.0% | +336.9% | -222.9% | +62.6% |
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