+182.7%
IP vs XYL
+449.8%
-267.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.3% |
| 7D | -5.3% | -5.0% | -0.2% | -2.6% |
| 30D | -10.9% | -13.2% | +2.4% | -3.9% |
| 3M | +11.2% | -3.7% | +14.9% | +13.6% |
| 6M | -10.2% | -17.7% | +7.5% | -0.8% |
| YTD | -2.0% | -21.5% | +19.5% | +10.5% |
| 1Y | -19.1% | -24.5% | +5.4% | -6.9% |
| 3Y | +20.9% | +6.9% | +13.9% | +11.1% |
| 5Y | -17.8% | -18.1% | +0.3% | -14.7% |
| 10Y | +23.5% | +134.7% | -111.2% | -27.6% |
| All | +182.7% | +449.8% | -267.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling