+561.3%
XLP vs IT
+950.9%
-389.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.2% |
| 7D | +3.5% | -12.0% | +15.5% | +5.0% |
| 30D | +11.6% | +7.1% | +4.4% | +10.4% |
| 3M | +7.6% | +6.3% | +1.4% | +6.4% |
| 6M | +10.0% | +32.5% | -22.5% | +5.1% |
| YTD | +19.7% | -21.5% | +41.2% | +21.1% |
| 1Y | +23.5% | -16.5% | +39.9% | +23.8% |
| 3Y | +44.0% | -48.8% | +92.7% | +51.6% |
| 5Y | +42.7% | -40.2% | +82.9% | +45.8% |
| 10Y | +131.3% | +112.1% | +19.2% | +97.5% |
| All | +561.3% | +950.9% | -389.6% | +348.9% |
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