+850.5%
XLB vs IP
+132.6%
+717.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.8% |
| 7D | +3.9% | +3.4% | +0.5% | +2.3% |
| 30D | +8.9% | +11.2% | -2.3% | +3.5% |
| 3M | +4.1% | -14.8% | +18.9% | +11.4% |
| 6M | +7.3% | +17.3% | -10.0% | -1.9% |
| YTD | +20.4% | -6.2% | +26.6% | +19.7% |
| 1Y | +29.5% | +2.3% | +27.2% | +23.4% |
| 3Y | +44.9% | +17.7% | +27.2% | +21.6% |
| 5Y | +36.6% | -8.4% | +45.0% | +27.3% |
| 10Y | +183.5% | +32.1% | +151.5% | +110.6% |
| All | +850.5% | +132.6% | +717.9% | +332.6% |
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