+159.9%
IP vs XYL
+420.4%
-260.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.4% |
| 7D | -5.0% | +10.2% | -15.2% | -9.7% |
| 30D | +6.5% | -4.3% | +10.9% | +7.8% |
| 3M | -18.0% | -17.8% | -0.2% | -10.2% |
| 6M | +10.3% | -13.4% | +23.7% | +17.7% |
| YTD | -9.9% | -25.7% | +15.8% | +3.2% |
| 1Y | -1.1% | -32.7% | +31.6% | +19.4% |
| 3Y | +13.0% | +7.1% | +5.9% | +2.5% |
| 5Y | -12.3% | -18.7% | +6.5% | -9.6% |
| 10Y | +26.8% | +138.7% | -111.8% | -26.6% |
| All | +159.9% | +420.4% | -260.5% | +8.7% |
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