+1,890.4%
XEL vs IP
+364.8%
+1,525.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -1.0% | -5.3% | +4.3% | -0.1% |
| 30D | -1.9% | -10.9% | +8.9% | -0.1% |
| 3M | -1.9% | +11.2% | -13.1% | -4.1% |
| 6M | -7.4% | -10.2% | +2.8% | -6.7% |
| YTD | +4.1% | -2.0% | +6.0% | +3.0% |
| 1Y | +8.0% | -19.1% | +27.1% | +10.1% |
| 3Y | +48.4% | +20.9% | +27.5% | +38.1% |
| 5Y | +27.2% | -17.8% | +45.1% | +25.5% |
| 10Y | +146.8% | +23.5% | +123.3% | +118.5% |
| All | +1,890.4% | +364.8% | +1,525.6% | +1,062.2% |
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 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