+183.8%
XEL vs IP
+22.3%
+161.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.5% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | +9.3% | +9.2% | +0.1% | +7.6% |
| 3M | +5.3% | -16.1% | +21.4% | +8.3% |
| 6M | +2.2% | +9.6% | -7.4% | -0.2% |
| YTD | +12.3% | -8.8% | +21.1% | +12.5% |
| 1Y | +3.0% | -5.5% | +8.5% | +2.3% |
| 3Y | +51.6% | +19.6% | +32.0% | +37.0% |
| 5Y | +50.0% | -13.5% | +63.4% | +44.5% |
| 10Y | +183.8% | +22.4% | +161.4% | +131.0% |
| All | +183.8% | +22.3% | +161.6% | +131.0% |
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