+122.8%
XLU vs IR
+288.5%
-165.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | -1.3% | -15.1% | +13.8% | +1.5% |
| 3M | -1.3% | +6.1% | -7.4% | -2.6% |
| 6M | -7.6% | -16.8% | +9.2% | -5.1% |
| YTD | +2.3% | -3.5% | +5.8% | +2.2% |
| 1Y | +5.8% | -3.5% | +9.3% | +5.5% |
| 3Y | +50.5% | +9.5% | +41.1% | +44.0% |
| 5Y | +44.1% | +45.1% | -1.0% | +29.1% |
| All | +122.8% | +288.5% | -165.8% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling