+1,472.6%
XLK vs IP
+143.0%
+1,329.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | +0.9% | -5.3% | +6.1% | +2.5% |
| 30D | +0.7% | -10.9% | +11.6% | +4.2% |
| 3M | -2.9% | +11.2% | -14.1% | -7.0% |
| 6M | +34.3% | -10.2% | +44.5% | +36.3% |
| YTD | +30.4% | -2.0% | +32.4% | +28.0% |
| 1Y | +43.4% | -19.1% | +62.5% | +48.4% |
| 3Y | +116.8% | +20.9% | +96.0% | +90.5% |
| 5Y | +144.0% | -17.8% | +161.8% | +140.3% |
| 10Y | +778.8% | +23.5% | +755.2% | +621.5% |
| All | +1,472.6% | +143.0% | +1,329.6% | +795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling