+246.4%
XLF vs IP
+20.7%
+225.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.5% | -11.2% | +10.7% | +4.2% |
| 3M | +10.6% | +12.3% | -1.7% | +4.0% |
| 6M | +14.3% | -5.2% | +19.5% | +14.0% |
| YTD | +5.5% | -4.0% | +9.5% | +3.7% |
| 1Y | +9.6% | -19.2% | +28.8% | +15.1% |
| 3Y | +75.2% | +20.3% | +54.8% | +41.6% |
| 5Y | +65.5% | -17.5% | +83.0% | +60.9% |
| 10Y | +246.4% | +21.2% | +225.3% | +141.1% |
| All | +246.4% | +20.7% | +225.8% | +141.1% |
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