+145.3%
IP vs XHB
+177.0%
-31.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -1.7% |
| 7D | -5.0% | +2.5% | -7.5% | -6.6% |
| 30D | +6.5% | +6.7% | -0.1% | +1.9% |
| 3M | -18.0% | -5.8% | -12.2% | -14.8% |
| 6M | +10.3% | +1.7% | +8.6% | +9.4% |
| YTD | -9.9% | +1.9% | -11.8% | -10.7% |
| 1Y | -1.1% | +0.9% | -1.9% | -1.2% |
| 3Y | +13.0% | +37.6% | -24.6% | -10.4% |
| 5Y | -12.3% | +35.7% | -48.0% | -32.2% |
| 10Y | +26.8% | +262.3% | -235.5% | -50.5% |
| All | +145.3% | +177.0% | -31.7% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling