-4.1%
XLC vs IP
-2.1%
-1.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.2% |
| 7D | +7.1% | -3.0% | +10.1% | +7.3% |
| 30D | -2.7% | +10.6% | -13.4% | -3.6% |
| 3M | -3.2% | -13.6% | +10.4% | -2.3% |
| 6M | -7.7% | +10.4% | -18.1% | -8.7% |
| YTD | -8.0% | -6.5% | -1.5% | -8.6% |
| All | -4.1% | -2.1% | -1.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling