+49.1%
XEL vs IP
-12.0%
+61.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -0.2% | -5.1% | +4.9% | +0.4% |
| 30D | +10.0% | +8.5% | +1.5% | +9.0% |
| 3M | +4.3% | -13.8% | +18.2% | +5.9% |
| 6M | +0.5% | +5.7% | -5.3% | -0.6% |
| YTD | +10.4% | -9.1% | +19.5% | +10.7% |
| 1Y | +2.0% | -0.8% | +2.8% | +1.0% |
| 3Y | +45.6% | +14.8% | +30.8% | +34.0% |
| All | +49.1% | -12.0% | +61.1% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling