+32.9%
XLV vs IT
-17.9%
+50.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +5.5% | -5.5% | +11.0% | +5.9% |
| 30D | +13.3% | +10.3% | +3.0% | +12.4% |
| 3M | +17.4% | +11.5% | +5.9% | +16.2% |
| 6M | +32.1% | +40.3% | -8.1% | +27.9% |
| YTD | +24.0% | -17.9% | +41.9% | +27.6% |
| 1Y | +32.9% | -8.8% | +41.7% | +33.4% |
| All | +32.9% | -17.9% | +50.8% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling