+23.5%
XLP vs IP
-1.7%
+25.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.3% |
| 7D | +3.5% | -5.0% | +8.4% | +4.1% |
| 30D | +11.6% | +6.5% | +5.0% | +10.9% |
| 3M | +7.6% | -18.0% | +25.7% | +9.7% |
| 6M | +10.0% | +10.3% | -0.3% | +8.8% |
| YTD | +19.7% | -9.9% | +29.6% | +20.9% |
| 1Y | +23.5% | -1.1% | +24.5% | +22.1% |
| All | +23.5% | -1.7% | +25.1% | +22.1% |
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