+167.2%
XLE vs IP
+25.2%
+142.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -1.5% |
| 7D | -10.3% | -5.0% | -5.3% | -8.6% |
| 30D | -3.3% | +6.5% | -9.9% | -5.9% |
| 3M | +8.2% | -18.0% | +26.2% | +15.7% |
| 6M | +5.0% | +10.3% | -5.3% | -2.5% |
| YTD | +40.6% | -9.9% | +50.5% | +38.9% |
| 1Y | +45.0% | -1.1% | +46.1% | +36.8% |
| 3Y | +56.3% | +13.0% | +43.3% | +26.3% |
| 5Y | +152.2% | -12.3% | +164.5% | +128.5% |
| All | +167.2% | +25.2% | +142.0% | +89.8% |
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 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