-12.4%
IP vs XHB
+33.2%
-45.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.8% |
| 7D | -5.1% | +1.3% | -6.4% | -5.9% |
| 30D | +8.5% | +7.8% | +0.7% | +3.5% |
| 3M | -13.8% | -5.5% | -8.4% | -10.9% |
| 6M | +5.7% | -2.6% | +8.3% | +7.7% |
| YTD | -9.1% | +0.4% | -9.5% | -8.9% |
| 1Y | -0.8% | -1.0% | +0.2% | +0.3% |
| 3Y | +14.8% | +37.3% | -22.5% | -4.8% |
| All | -12.4% | +33.2% | -45.6% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling