+128.8%
XLP vs IT
+96.9%
+31.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.1% | -18.8% | +18.9% | +3.1% |
| 30D | +8.9% | -0.1% | +9.0% | +8.8% |
| 3M | +7.5% | +2.9% | +4.6% | +6.5% |
| 6M | +9.4% | +20.4% | -11.0% | +4.9% |
| YTD | +19.3% | -24.3% | +43.5% | +22.4% |
| 1Y | +21.7% | -17.2% | +38.9% | +22.8% |
| 3Y | +44.0% | -52.4% | +96.4% | +57.9% |
| 5Y | +42.8% | -43.7% | +86.5% | +48.3% |
| 10Y | +128.8% | +90.3% | +38.5% | +75.5% |
| All | +128.8% | +96.9% | +31.9% | +75.5% |
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