+14.8%
IP vs XYL
+5.2%
+9.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.6% |
| 7D | -5.1% | +5.9% | -10.9% | -6.8% |
| 30D | +8.5% | -3.9% | +12.4% | +9.0% |
| 3M | -13.8% | -18.7% | +4.8% | -8.0% |
| 6M | +5.7% | -16.9% | +22.6% | +11.8% |
| YTD | -9.1% | -27.4% | +18.2% | -0.4% |
| 1Y | -0.8% | -34.0% | +33.2% | +11.7% |
| 3Y | +14.8% | +5.6% | +9.2% | -7.4% |
| All | +14.8% | +5.2% | +9.6% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling