-11.5%
IP vs XHB
+32.7%
-44.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.5% |
| 7D | 0.0% | +1.2% | -1.1% | -0.8% |
| 30D | +9.4% | +8.9% | +0.5% | +3.7% |
| 3M | -14.1% | -4.2% | -9.9% | -11.9% |
| 6M | +9.2% | +1.4% | +7.8% | +8.6% |
| YTD | -7.5% | +1.2% | -8.8% | -7.8% |
| 1Y | -2.8% | -1.3% | -1.5% | -1.7% |
| 3Y | +21.2% | +36.6% | -15.3% | +0.7% |
| 5Y | -11.5% | +34.3% | -45.8% | -31.7% |
| All | -11.5% | +32.7% | -44.2% | -31.7% |
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 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