+169.1%
XLB vs IP
+26.3%
+142.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -1.5% | -5.1% | +3.6% | +0.7% |
| 30D | +6.1% | +8.5% | -2.5% | +2.3% |
| 3M | 0.0% | -13.8% | +13.9% | +6.1% |
| 6M | 0.0% | +5.7% | -5.8% | -3.8% |
| YTD | +16.0% | -9.1% | +25.1% | +17.2% |
| 1Y | +24.7% | -0.8% | +25.6% | +20.8% |
| 3Y | +40.4% | +14.8% | +25.6% | +17.4% |
| 5Y | +30.7% | -11.5% | +42.2% | +23.1% |
| All | +169.1% | +26.3% | +142.9% | +103.9% |
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 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