+33.6%
XLY vs IT
-49.4%
+83.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.1% |
| 7D | -1.7% | -3.7% | +2.0% | -1.2% |
| 30D | -4.2% | +0.1% | -4.3% | -4.3% |
| 3M | -2.7% | +20.7% | -23.4% | -6.3% |
| 6M | -0.6% | +12.0% | -12.6% | -3.7% |
| YTD | -5.0% | -28.8% | +23.8% | +1.9% |
| 1Y | -4.1% | -25.5% | +21.4% | +1.2% |
| 3Y | +33.6% | -48.8% | +82.3% | +65.5% |
| All | +33.6% | -49.4% | +83.0% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling