+1,021.9%
XLE vs IP
+132.6%
+889.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.3% |
| 7D | -7.2% | +3.4% | -10.6% | -8.5% |
| 30D | +0.1% | +11.2% | -11.1% | -4.1% |
| 3M | +9.2% | -14.8% | +24.0% | +14.9% |
| 6M | +8.4% | +17.3% | -8.9% | -1.1% |
| YTD | +44.9% | -6.2% | +51.1% | +41.2% |
| 1Y | +49.9% | +2.3% | +47.5% | +40.7% |
| 3Y | +61.1% | +17.7% | +43.5% | +35.9% |
| 5Y | +163.4% | -8.4% | +171.8% | +141.5% |
| 10Y | +181.4% | +32.1% | +149.3% | +118.3% |
| All | +1,021.9% | +132.6% | +889.2% | +479.2% |
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