+164.7%
XLB vs IP
+19.1%
+145.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +5.3% | +6.7% | -1.4% | +2.2% |
| 3M | 0.0% | -16.6% | +16.6% | +7.5% |
| 6M | +1.2% | +6.0% | -4.8% | -2.7% |
| YTD | +16.9% | -10.7% | +27.6% | +18.9% |
| 1Y | +20.9% | -6.7% | +27.6% | +20.3% |
| 3Y | +43.3% | +17.1% | +26.2% | +18.4% |
| 5Y | +28.3% | -14.6% | +42.9% | +22.9% |
| All | +164.7% | +19.1% | +145.6% | +104.9% |
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