+552.8%
XLP vs IT
+908.6%
-355.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.8% |
| 7D | +0.7% | -16.9% | +17.6% | +3.0% |
| 30D | +10.3% | +2.3% | +7.9% | +9.8% |
| 3M | +6.5% | +2.9% | +3.7% | +5.7% |
| 6M | +8.4% | +25.9% | -17.5% | +4.2% |
| YTD | +18.2% | -24.6% | +42.8% | +20.1% |
| 1Y | +22.4% | -16.0% | +38.5% | +22.7% |
| 3Y | +41.9% | -51.6% | +93.5% | +50.5% |
| 5Y | +40.9% | -42.6% | +83.5% | +44.6% |
| 10Y | +128.4% | +103.6% | +24.8% | +96.0% |
| All | +552.8% | +908.6% | -355.8% | +345.4% |
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