+782.1%
XLK vs IP
+20.7%
+761.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -0.1% | -11.2% | +11.2% | +3.6% |
| 3M | +2.1% | +12.3% | -10.2% | -2.7% |
| 6M | +37.2% | -5.2% | +42.4% | +37.0% |
| YTD | +30.8% | -4.0% | +34.8% | +29.1% |
| 1Y | +42.6% | -19.2% | +61.8% | +48.3% |
| 3Y | +121.8% | +20.3% | +101.5% | +90.2% |
| 5Y | +145.7% | -17.5% | +163.2% | +141.0% |
| 10Y | +782.1% | +21.2% | +760.9% | +583.4% |
| All | +782.1% | +20.7% | +761.4% | +583.4% |
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