+149.9%
XLE vs IP
-12.0%
+161.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -12.0% | -5.1% | -6.9% | -11.2% |
| 30D | -2.7% | +8.5% | -11.3% | -4.2% |
| 3M | +6.6% | -13.8% | +20.4% | +9.1% |
| 6M | +9.5% | +5.7% | +3.8% | +6.7% |
| YTD | +40.6% | -9.1% | +49.7% | +40.4% |
| 1Y | +43.6% | -0.8% | +44.4% | +39.7% |
| 3Y | +58.1% | +14.8% | +43.3% | +40.0% |
| All | +149.9% | -12.0% | +161.9% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling