+26.8%
IP vs XYL
+129.6%
-102.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | -3.0% | +2.1% | -5.1% | -4.1% |
| 30D | +10.6% | -3.4% | +14.0% | +11.3% |
| 3M | -13.6% | -17.2% | +3.6% | -5.2% |
| 6M | +10.4% | -12.0% | +22.5% | +17.2% |
| YTD | -6.5% | -26.3% | +19.8% | +8.5% |
| 1Y | -2.1% | -33.5% | +31.4% | +20.5% |
| 3Y | +22.0% | +6.4% | +15.6% | +9.0% |
| 5Y | -9.7% | -20.9% | +11.2% | -5.0% |
| 10Y | +26.8% | +120.8% | -94.0% | -29.0% |
| All | +26.8% | +129.6% | -102.8% | -29.0% |
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