+127.5%
XLP vs IP
+25.2%
+102.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.1% |
| 7D | +3.5% | -5.0% | +8.4% | +4.6% |
| 30D | +11.6% | +6.5% | +5.0% | +10.1% |
| 3M | +7.6% | -18.0% | +25.7% | +11.8% |
| 6M | +10.0% | +10.3% | -0.3% | +6.8% |
| YTD | +19.7% | -9.9% | +29.6% | +20.4% |
| 1Y | +23.5% | -1.1% | +24.5% | +21.4% |
| 3Y | +44.0% | +13.0% | +31.0% | +31.0% |
| 5Y | +42.7% | -12.3% | +55.0% | +37.3% |
| All | +127.5% | +25.2% | +102.3% | +96.9% |
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 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