+117.1%
XLP vs IR
+332.9%
-215.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | +7.3% | +9.2% | -1.9% | +5.7% |
| 3M | +8.1% | +0.9% | +7.1% | +7.7% |
| 6M | +10.5% | +19.2% | -8.8% | +7.0% |
| YTD | +21.2% | +7.5% | +13.7% | +18.8% |
| 1Y | +22.7% | +11.7% | +11.0% | +19.5% |
| 3Y | +44.8% | +23.9% | +20.9% | +35.8% |
| 5Y | +44.7% | +46.4% | -1.6% | +29.7% |
| All | +117.1% | +332.9% | -215.8% | +65.2% |
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