+94.5%
XLK vs IP
+18.8%
+75.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -10.6% | +7.9% | -18.5% | -11.7% |
| 3M | -10.6% | -15.3% | +4.7% | -8.4% |
| 6M | -3.5% | +10.5% | -14.0% | -5.9% |
| YTD | +18.7% | -9.4% | +28.1% | +19.0% |
| 1Y | +19.4% | -4.6% | +24.1% | +18.4% |
| 3Y | +94.5% | +21.2% | +73.2% | +97.9% |
| All | +94.5% | +18.8% | +75.6% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling