+17.1%
IP vs XE
-41.2%
+58.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.2% |
| 7D | -5.3% | +2.8% | -8.1% | -5.3% |
| 30D | -10.9% | -7.0% | -3.8% | -10.6% |
| 3M | +11.2% | -25.1% | +36.3% | +12.6% |
| All | +17.1% | -41.2% | +58.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · Available span rolling