+126.6%
XLC vs IP
-5.4%
+132.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.5% |
| 7D | +3.1% | -5.0% | +8.1% | +4.4% |
| 30D | -6.5% | +6.5% | -13.1% | -8.3% |
| 3M | -5.6% | -18.0% | +12.5% | -0.8% |
| 6M | -9.2% | +10.3% | -19.5% | -13.0% |
| YTD | -10.6% | -9.9% | -0.7% | -10.4% |
| 1Y | -6.9% | -1.1% | -5.8% | -9.5% |
| 3Y | +59.9% | +13.0% | +46.9% | +40.5% |
| 5Y | +34.7% | -12.3% | +46.9% | +28.2% |
| All | +126.6% | -5.4% | +132.0% | +82.5% |
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