+156.6%
XLV vs IR
+271.1%
-114.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -4.5% | +0.9% | -2.5% |
| 30D | -1.8% | -13.9% | +12.1% | +1.5% |
| 3M | +7.8% | -0.3% | +8.1% | +7.6% |
| 6M | +9.1% | -14.3% | +23.4% | +12.4% |
| YTD | +7.7% | -7.9% | +15.6% | +8.7% |
| 1Y | +20.4% | -9.9% | +30.3% | +22.0% |
| 3Y | +30.8% | +6.5% | +24.2% | +24.8% |
| 5Y | +34.6% | +34.0% | +0.6% | +19.5% |
| All | +156.6% | +271.1% | -114.4% | +84.3% |
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