+631.5%
XLU vs IT
+852.8%
-221.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.0% |
| 7D | -1.6% | -3.7% | +2.1% | -1.2% |
| 30D | -3.3% | +0.1% | -3.4% | -3.5% |
| 3M | -3.2% | +20.7% | -23.8% | -6.6% |
| 6M | -7.0% | +12.0% | -18.9% | -9.8% |
| YTD | +0.6% | -28.8% | +29.4% | +3.4% |
| 1Y | +2.4% | -25.5% | +28.0% | +4.2% |
| 3Y | +46.3% | -48.8% | +95.0% | +54.9% |
| 5Y | +44.0% | -42.7% | +86.7% | +48.4% |
| 10Y | +140.1% | +102.5% | +37.6% | +101.1% |
| All | +631.5% | +852.8% | -221.4% | +354.4% |
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