+67.2%
XLI vs IP
+12.9%
+54.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.4% |
| 7D | -4.5% | -5.0% | +0.5% | -3.6% |
| 30D | -5.3% | +6.5% | -11.8% | -6.5% |
| 3M | -12.6% | -18.0% | +5.5% | -9.3% |
| 6M | -5.3% | +10.3% | -15.6% | -7.7% |
| YTD | +5.6% | -9.9% | +15.5% | +6.4% |
| 1Y | +7.3% | -1.1% | +8.3% | +6.0% |
| All | +67.2% | +12.9% | +54.2% | +66.7% |
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