+22.9%
IP vs XHB
+210.7%
-187.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | -5.3% | -1.3% | -4.0% | -4.4% |
| 30D | -10.9% | -6.9% | -4.0% | -6.5% |
| 3M | +11.2% | -1.3% | +12.4% | +12.6% |
| 6M | -10.2% | -6.8% | -3.4% | -5.7% |
| YTD | -2.0% | +0.7% | -2.7% | -1.9% |
| 1Y | -19.1% | -11.2% | -7.9% | -12.3% |
| 3Y | +20.9% | +25.3% | -4.5% | +1.6% |
| 5Y | -17.8% | +37.3% | -55.1% | -36.9% |
| All | +22.9% | +210.7% | -187.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling