+24.1%
IP vs XYL
+107.7%
-83.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | +9.4% | -5.7% | +15.1% | +11.5% |
| 3M | -14.1% | -19.8% | +5.7% | -4.1% |
| 6M | +9.2% | -14.2% | +23.4% | +17.5% |
| YTD | -7.5% | -28.1% | +20.6% | +8.8% |
| 1Y | -2.8% | -35.0% | +32.2% | +21.2% |
| 3Y | +21.2% | +2.1% | +19.2% | +11.0% |
| 5Y | -11.5% | -22.1% | +10.6% | -6.2% |
| All | +24.1% | +107.7% | -83.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling