+28.4%
XLY vs IT
-42.9%
+71.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | -0.8% |
| 30D | -4.2% | +0.1% | -4.3% | -4.4% |
| 3M | -2.7% | +20.7% | -23.4% | -9.3% |
| 6M | -0.6% | +12.0% | -12.6% | -6.4% |
| YTD | -5.0% | -28.8% | +23.8% | +4.1% |
| 1Y | -4.1% | -25.5% | +21.4% | +2.5% |
| 3Y | +33.6% | -48.8% | +82.3% | +60.1% |
| All | +28.4% | -42.9% | +71.3% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling