-5.3%
XLI vs IP
+11.3%
-16.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.2% |
| 7D | -4.5% | -5.0% | +0.5% | -3.5% |
| 30D | -5.3% | +6.5% | -11.8% | -6.7% |
| 3M | -12.6% | -18.0% | +5.5% | -8.6% |
| 6M | -5.3% | +10.3% | -15.6% | -9.6% |
| All | -5.3% | +11.3% | -16.6% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling