+22.0%
IP vs XHB
+41.0%
-19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.4% |
| 3M | -13.6% | -3.8% | -9.7% | -11.4% |
| 6M | +10.4% | +4.1% | +6.3% | +7.8% |
| YTD | -6.5% | +4.0% | -10.4% | -8.5% |
| 1Y | -2.1% | +1.6% | -3.7% | -3.0% |
| 3Y | +22.0% | +43.2% | -21.2% | -3.7% |
| All | +22.0% | +41.0% | -19.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling