+142.5%
XLC vs IP
+2.9%
+139.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.8% |
| 7D | -0.8% | -5.3% | +4.4% | +0.6% |
| 30D | +1.0% | -10.9% | +11.9% | +4.1% |
| 3M | -0.7% | +11.2% | -11.9% | -4.5% |
| 6M | -5.1% | -10.2% | +5.1% | -3.7% |
| YTD | -4.3% | -2.0% | -2.3% | -5.9% |
| 1Y | -0.6% | -19.1% | +18.5% | +3.0% |
| 3Y | +72.7% | +20.9% | +51.8% | +49.6% |
| 5Y | +38.0% | -17.8% | +55.8% | +35.6% |
| All | +142.5% | +2.9% | +139.6% | +91.5% |
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