+111.4%
XLK vs IP
-13.5%
+125.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.4% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -10.6% | +7.9% | -18.5% | -12.3% |
| 3M | -10.6% | -15.3% | +4.7% | -7.3% |
| 6M | -3.5% | +10.5% | -14.0% | -7.0% |
| YTD | +18.7% | -9.4% | +28.1% | +19.0% |
| 1Y | +19.4% | -4.6% | +24.1% | +17.8% |
| 3Y | +94.5% | +21.2% | +73.2% | +66.4% |
| All | +111.4% | -13.5% | +125.0% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling