+26.5%
IP vs XYL
+129.0%
-102.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +2.1% |
| 7D | -5.1% | +5.9% | -10.9% | -8.1% |
| 30D | +8.5% | -3.9% | +12.4% | +9.5% |
| 3M | -13.8% | -18.7% | +4.8% | -4.6% |
| 6M | +5.7% | -16.9% | +22.6% | +15.8% |
| YTD | -9.1% | -27.4% | +18.2% | +6.3% |
| 1Y | -0.8% | -34.0% | +33.2% | +22.6% |
| 3Y | +14.8% | +5.6% | +9.2% | +3.0% |
| 5Y | -11.5% | -20.6% | +9.0% | -7.4% |
| All | +26.5% | +129.0% | -102.5% | -29.8% |
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