+26.8%
IP vs XHB
+271.6%
-244.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +0.5% |
| 7D | -3.0% | +1.3% | -4.3% | -3.9% |
| 30D | +10.6% | +11.8% | -1.2% | +2.6% |
| 3M | -13.6% | -3.8% | -9.7% | -11.5% |
| 6M | +10.4% | +4.1% | +6.3% | +7.8% |
| YTD | -6.5% | +4.0% | -10.4% | -8.6% |
| 1Y | -2.1% | +1.6% | -3.7% | -2.8% |
| 3Y | +22.0% | +43.2% | -21.2% | -6.0% |
| 5Y | -9.7% | +35.8% | -45.6% | -30.0% |
| 10Y | +26.8% | +259.3% | -232.5% | -52.4% |
| All | +26.8% | +271.6% | -244.8% | -52.4% |
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