+1,106.7%
XLY vs IT
+852.8%
+253.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 6M | -0.6% | +12.0% | -12.6% | -6.4% |
| YTD | -5.0% | -28.8% | +23.8% | +0.1% |
| 1Y | -4.1% | -25.5% | +21.4% | -0.6% |
| 3Y | +33.6% | -48.8% | +82.3% | +50.2% |
| 5Y | +28.7% | -42.7% | +71.5% | +39.6% |
| 10Y | +219.6% | +102.5% | +117.1% | +141.6% |
| All | +1,106.7% | +852.8% | +253.9% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling