+235.2%
XLI vs IP
+31.6%
+203.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.7% |
| 7D | -0.5% | -3.0% | +2.5% | +0.6% |
| 30D | -0.2% | +10.6% | -10.8% | -4.1% |
| 3M | -8.6% | -13.6% | +5.0% | -3.8% |
| 6M | -2.0% | +10.4% | -12.4% | -7.2% |
| YTD | +9.7% | -6.5% | +16.2% | +9.2% |
| 1Y | +11.4% | -2.1% | +13.5% | +8.5% |
| 3Y | +74.2% | +22.0% | +52.2% | +42.6% |
| 5Y | +70.0% | -9.7% | +79.7% | +58.2% |
| 10Y | +235.2% | +26.8% | +208.4% | +145.8% |
| All | +235.2% | +31.6% | +203.6% | +145.8% |
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