+119.2%
XLU vs IR
+271.1%
-151.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -4.5% | +2.9% | -0.8% |
| 30D | -3.3% | -13.9% | +10.6% | -0.8% |
| 3M | -3.2% | -0.3% | -2.8% | -3.3% |
| 6M | -7.0% | -14.3% | +7.4% | -4.9% |
| YTD | +0.6% | -7.9% | +8.5% | +1.3% |
| 1Y | +2.4% | -9.9% | +12.3% | +3.4% |
| 3Y | +46.3% | +6.5% | +39.7% | +40.6% |
| 5Y | +44.0% | +34.0% | +9.9% | +30.7% |
| All | +119.2% | +271.1% | -151.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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