-6.7%
IP vs XHB
-3.6%
-3.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -0.5% |
| 7D | -0.9% | -2.4% | +1.6% | +1.3% |
| 30D | +6.7% | +7.1% | -0.4% | -0.4% |
| 3M | -16.6% | -6.0% | -10.6% | -11.8% |
| 6M | +6.0% | +2.1% | +3.9% | +3.8% |
| YTD | -10.7% | -0.6% | -10.1% | -12.0% |
| 1Y | -6.7% | -3.3% | -3.4% | -5.5% |
| All | -6.7% | -3.6% | -3.1% | -5.5% |
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