+181.5%
XEL vs IP
+24.7%
+156.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +8.6% | +9.4% | -0.8% | +6.8% |
| 3M | +5.1% | -14.1% | +19.1% | +7.7% |
| 6M | +2.5% | +9.2% | -6.7% | +0.1% |
| YTD | +11.0% | -7.5% | +18.5% | +10.8% |
| 1Y | +2.7% | -2.8% | +5.5% | +1.5% |
| 3Y | +49.7% | +21.2% | +28.5% | +35.1% |
| 5Y | +46.1% | -11.5% | +57.6% | +40.2% |
| 10Y | +181.5% | +23.7% | +157.9% | +126.2% |
| All | +181.5% | +24.7% | +156.8% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling