+508.9%
XLP vs IT
+889.1%
-380.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.2% |
| 7D | -1.0% | -6.0% | +5.0% | -0.3% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +3.8% | +13.1% | -9.3% | +1.6% |
| 6M | -1.7% | +11.7% | -13.4% | -4.1% |
| YTD | +10.3% | -26.1% | +36.4% | +12.7% |
| 1Y | +7.8% | -21.3% | +29.0% | +9.0% |
| 3Y | +27.2% | -46.7% | +73.9% | +33.4% |
| 5Y | +32.5% | -40.5% | +73.0% | +35.7% |
| 10Y | +101.8% | +103.9% | -2.1% | +73.6% |
| All | +508.9% | +889.1% | -380.1% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling