+243.8%
XLF vs IP
+26.3%
+217.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +1.2% | -5.1% | +6.2% | +3.2% |
| 30D | +6.3% | +8.5% | -2.2% | +2.7% |
| 3M | -0.8% | -13.8% | +13.1% | +4.7% |
| 6M | +11.0% | +5.7% | +5.3% | +6.3% |
| YTD | +5.6% | -9.1% | +14.8% | +5.7% |
| 1Y | +10.8% | -0.8% | +11.6% | +6.3% |
| 3Y | +77.8% | +14.8% | +63.0% | +45.7% |
| 5Y | +55.6% | -11.5% | +67.2% | +44.0% |
| All | +243.8% | +26.3% | +217.6% | +115.5% |
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 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