+42.7%
XLP vs IR
+42.7%
0.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +3.5% | +2.3% | +1.2% | +3.1% |
| 30D | +11.6% | +3.3% | +8.2% | +10.9% |
| 3M | +7.6% | -9.0% | +16.7% | +9.0% |
| 6M | +10.0% | +8.0% | +2.0% | +8.4% |
| YTD | +19.7% | +3.4% | +16.3% | +18.2% |
| 1Y | +23.5% | +4.5% | +19.0% | +21.6% |
| 3Y | +44.0% | +25.6% | +18.4% | +32.1% |
| 5Y | +42.7% | +43.8% | -1.1% | +22.4% |
| All | +42.7% | +42.7% | 0.0% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling