+13.8%
IP vs XYL
+7.6%
+6.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -5.0% | +10.2% | -15.2% | -8.0% |
| 30D | +6.5% | -4.3% | +10.9% | +7.3% |
| 3M | -18.0% | -17.8% | -0.2% | -12.7% |
| 6M | +10.3% | -13.4% | +23.7% | +15.2% |
| YTD | -9.9% | -25.7% | +15.8% | -1.9% |
| 1Y | -1.1% | -32.7% | +31.6% | +10.7% |
| All | +13.8% | +7.6% | +6.2% | -8.8% |
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 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