+7.2%
XLP vs IT
-29.8%
+36.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | -0.4% |
| 7D | -1.4% | -9.1% | +7.7% | -1.1% |
| 30D | -1.3% | -7.0% | +5.7% | -1.0% |
| 3M | +1.8% | +7.6% | -5.8% | +0.7% |
| 6M | -0.8% | +2.1% | -2.9% | -2.0% |
| YTD | +9.5% | -31.6% | +41.1% | +8.7% |
| 1Y | +7.2% | -29.9% | +37.1% | +5.6% |
| All | +7.2% | -29.8% | +36.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling