+139.5%
XLP vs IT
+90.0%
+49.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.5% | +1.1% | +1.4% | +2.4% |
| 30D | +7.3% | -1.8% | +9.2% | +7.4% |
| 3M | +8.1% | +4.8% | +3.3% | +6.8% |
| 6M | +10.5% | +33.0% | -22.5% | +4.3% |
| YTD | +21.2% | -23.8% | +45.0% | +24.2% |
| 1Y | +22.7% | -16.5% | +39.2% | +23.7% |
| 3Y | +44.8% | -53.6% | +98.4% | +59.8% |
| 5Y | +44.7% | -42.1% | +86.9% | +49.5% |
| All | +139.5% | +90.0% | +49.5% | +85.2% |
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