+135.4%
XLP vs IT
+88.3%
+47.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +2.3% | -7.5% | +9.8% | +3.5% |
| 30D | +9.1% | -1.2% | +10.3% | +9.1% |
| 3M | +7.9% | -2.2% | +10.1% | +7.7% |
| 6M | +9.6% | +19.1% | -9.5% | +5.2% |
| YTD | +19.4% | -25.1% | +44.6% | +22.8% |
| 1Y | +22.4% | -17.4% | +39.7% | +23.5% |
| 3Y | +43.2% | -54.1% | +97.3% | +58.2% |
| 5Y | +42.6% | -42.7% | +85.2% | +47.4% |
| 10Y | +135.4% | +88.1% | +47.3% | +81.9% |
| All | +135.4% | +88.3% | +47.2% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling