+1,024.7%
XLE vs IP
+143.0%
+881.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | +2.2% | -5.3% | +7.5% | +4.2% |
| 30D | +11.8% | -10.9% | +22.6% | +16.3% |
| 3M | +9.8% | +11.2% | -1.3% | +3.5% |
| 6M | +15.6% | -10.2% | +25.8% | +16.0% |
| YTD | +45.3% | -2.0% | +47.2% | +40.1% |
| 1Y | +48.3% | -19.1% | +67.4% | +52.8% |
| 3Y | +55.4% | +20.9% | +34.6% | +30.4% |
| 5Y | +216.1% | -17.8% | +233.9% | +204.9% |
| 10Y | +178.4% | +23.5% | +154.9% | +122.5% |
| All | +1,024.7% | +143.0% | +881.7% | +474.7% |
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