-13.6%
IP vs XYL
-23.3%
+9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -0.3% | -3.7% | +3.4% | +1.2% |
| 30D | +7.9% | -8.3% | +16.3% | +10.7% |
| 3M | -15.3% | -21.4% | +6.1% | -7.6% |
| 6M | +10.5% | -12.9% | +23.4% | +16.0% |
| YTD | -9.4% | -30.1% | +20.7% | +2.8% |
| 1Y | -4.6% | -35.2% | +30.5% | +11.5% |
| 3Y | +21.2% | -0.8% | +22.0% | +14.8% |
| All | -13.6% | -23.3% | +9.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling