+28.4%
XLY vs IR
+32.6%
-4.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -4.5% | +2.8% | +0.5% |
| 30D | -4.2% | -13.9% | +9.8% | +2.8% |
| 3M | -2.7% | -0.3% | -2.3% | -3.3% |
| 6M | -0.6% | -14.3% | +13.7% | +5.6% |
| YTD | -5.0% | -7.9% | +2.8% | -3.7% |
| 1Y | -4.1% | -9.9% | +5.8% | -2.1% |
| 3Y | +33.6% | +6.5% | +27.1% | +18.7% |
| All | +28.4% | +32.6% | -4.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling