+703.1%
XLK vs IP
+24.7%
+678.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -4.3% | 0.0% | -4.3% | -4.2% |
| 30D | -15.0% | +9.4% | -24.4% | -17.5% |
| 3M | -9.2% | -14.1% | +4.8% | -5.2% |
| 6M | -3.5% | +9.2% | -12.7% | -7.7% |
| YTD | +17.7% | -7.5% | +25.3% | +17.3% |
| 1Y | +14.9% | -2.8% | +17.7% | +12.2% |
| 3Y | +91.8% | +21.2% | +70.5% | +63.0% |
| 5Y | +113.1% | -11.5% | +124.5% | +102.6% |
| 10Y | +703.1% | +23.7% | +679.4% | +545.0% |
| All | +703.1% | +24.7% | +678.4% | +545.0% |
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 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