+16.2%
XLK vs IP
-2.1%
+18.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.4% |
| 7D | -1.9% | -3.0% | +1.1% | -1.6% |
| 30D | -14.0% | +10.6% | -24.7% | -15.0% |
| 3M | -9.0% | -13.6% | +4.6% | -7.7% |
| 6M | -2.4% | +10.4% | -12.8% | -4.3% |
| YTD | +19.1% | -6.5% | +25.6% | +19.4% |
| All | +16.2% | -2.1% | +18.4% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling