-4.2%
IP vs XHB
-1.6%
-2.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +1.2% |
| 7D | 0.0% | +1.2% | -1.1% | -1.2% |
| 30D | +9.4% | +8.9% | +0.5% | +0.6% |
| 3M | -14.1% | -4.2% | -9.9% | -10.7% |
| 6M | +9.2% | +1.4% | +7.8% | +7.5% |
| YTD | -7.5% | +1.2% | -8.8% | -10.4% |
| All | -4.2% | -1.6% | -2.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling