-10.2%
IP vs XHB
-7.7%
-2.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.3% |
| 7D | -5.3% | -1.3% | -4.0% | -4.0% |
| 30D | -10.9% | -6.9% | -4.0% | -4.4% |
| 3M | +11.2% | -1.3% | +12.4% | +12.3% |
| 6M | -10.2% | -6.8% | -3.4% | -3.3% |
| All | -10.2% | -7.7% | -2.6% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling