+134.0%
XLC vs IP
-2.9%
+136.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -2.4% | +9.4% | -11.7% | -4.9% |
| 3M | -3.3% | -14.1% | +10.7% | +0.3% |
| 6M | -7.3% | +9.2% | -16.5% | -10.8% |
| YTD | -7.6% | -7.5% | -0.1% | -8.1% |
| 1Y | -3.7% | -2.8% | -0.9% | -5.8% |
| 3Y | +62.9% | +21.2% | +41.7% | +39.9% |
| 5Y | +41.6% | -11.5% | +53.1% | +34.7% |
| All | +134.0% | -2.9% | +136.9% | +87.2% |
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 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