+44.4%
XLU vs IR
+35.0%
+9.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | -2.5% | -14.0% | +11.5% | 0.0% |
| 3M | -2.7% | +3.7% | -6.5% | -3.6% |
| 6M | -7.5% | -15.4% | +7.9% | -5.1% |
| YTD | +0.9% | -7.7% | +8.6% | +1.5% |
| 1Y | +3.3% | -8.8% | +12.1% | +4.0% |
| 3Y | +47.3% | +5.6% | +41.7% | +39.0% |
| 5Y | +44.4% | +34.3% | +10.1% | +22.9% |
| All | +44.4% | +35.0% | +9.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling