+2,029.6%
XEL vs IP
+327.4%
+1,702.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.5% |
| 7D | +1.7% | -5.0% | +6.7% | +2.5% |
| 30D | +10.5% | +6.5% | +4.0% | +9.2% |
| 3M | +4.9% | -18.0% | +23.0% | +8.3% |
| 6M | +0.2% | +10.3% | -10.1% | -2.2% |
| YTD | +11.3% | -9.9% | +21.2% | +11.6% |
| 1Y | +2.1% | -1.1% | +3.1% | +0.6% |
| 3Y | +45.7% | +13.0% | +32.7% | +37.0% |
| 5Y | +47.9% | -12.3% | +60.2% | +44.0% |
| 10Y | +170.7% | +26.8% | +143.8% | +138.3% |
| All | +2,029.6% | +327.4% | +1,702.3% | +1,159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling