+44.6%
XLP vs IP
-10.3%
+54.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +5.9% | +3.4% | +2.5% | +5.4% |
| 30D | +13.5% | +11.2% | +2.2% | +11.9% |
| 3M | +8.4% | -14.8% | +23.2% | +10.5% |
| 6M | +11.5% | +17.3% | -5.7% | +8.6% |
| YTD | +20.6% | -6.2% | +26.8% | +20.7% |
| 1Y | +24.3% | +2.3% | +22.0% | +22.7% |
| 3Y | +45.1% | +17.7% | +27.4% | +34.4% |
| 5Y | +44.6% | -8.4% | +53.0% | +44.8% |
| All | +44.6% | -10.3% | +54.9% | +44.8% |
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