+80.1%
XLF vs IP
+20.8%
+59.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +6.5% | +9.4% | -2.9% | +4.8% |
| 3M | +1.2% | -14.1% | +15.2% | +3.6% |
| 6M | +14.6% | +9.2% | +5.4% | +12.0% |
| YTD | +7.7% | -7.5% | +15.3% | +7.9% |
| 1Y | +11.8% | -2.8% | +14.6% | +10.8% |
| 3Y | +80.1% | +21.2% | +58.8% | +78.1% |
| All | +80.1% | +20.8% | +59.3% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling