+8.9%
XLV vs IR
-12.9%
+21.8%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | -1.1% | -15.0% | +13.9% | +1.8% |
| 3M | +8.2% | -0.4% | +8.7% | +7.8% |
| 6M | +8.9% | -15.0% | +24.0% | +12.6% |
| All | +8.9% | -12.9% | +21.8% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling