+23.9%
IP vs XYL
+8.6%
+15.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.9% |
| 7D | -5.3% | -5.0% | -0.2% | -3.4% |
| 30D | -10.9% | -13.2% | +2.4% | -6.2% |
| 3M | +11.2% | -3.7% | +14.9% | +13.1% |
| 6M | -10.2% | -17.7% | +7.5% | -4.6% |
| YTD | -2.0% | -21.5% | +19.5% | +5.5% |
| 1Y | -19.1% | -24.5% | +5.4% | -11.9% |
| All | +23.9% | +8.6% | +15.3% | +15.0% |
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 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