+70.8%
XLI vs IP
-11.1%
+81.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -0.3% | +9.4% | -9.7% | -2.7% |
| 3M | -8.4% | -14.1% | +5.7% | -4.9% |
| 6M | -2.1% | +9.2% | -11.3% | -5.3% |
| YTD | +9.6% | -7.5% | +17.2% | +9.9% |
| 1Y | +10.7% | -2.8% | +13.5% | +9.2% |
| 3Y | +71.6% | +21.2% | +50.3% | +48.1% |
| 5Y | +70.8% | -11.5% | +82.3% | +69.0% |
| All | +70.8% | -11.1% | +81.8% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling