+254.3%
XLI vs IP
+23.2%
+231.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -1.1% | -5.3% | +4.2% | +1.0% |
| 30D | -5.9% | -10.9% | +4.9% | -1.9% |
| 3M | -0.3% | +11.2% | -11.4% | -5.3% |
| 6M | +0.1% | -10.2% | +10.4% | +2.4% |
| YTD | +13.6% | -2.0% | +15.6% | +11.4% |
| 1Y | +17.2% | -19.1% | +36.3% | +23.2% |
| 3Y | +68.2% | +20.9% | +47.4% | +39.4% |
| 5Y | +80.7% | -17.8% | +98.5% | +77.7% |
| All | +254.3% | +23.2% | +231.1% | +159.8% |
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