+508.9%
XLP vs IP
+143.0%
+365.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -1.0% | -5.3% | +4.2% | -0.1% |
| 30D | -0.9% | -10.9% | +10.0% | +1.1% |
| 3M | +3.8% | +11.2% | -7.4% | +1.3% |
| 6M | -1.7% | -10.2% | +8.5% | -0.8% |
| YTD | +10.3% | -2.0% | +12.2% | +9.2% |
| 1Y | +7.8% | -19.1% | +26.9% | +10.3% |
| 3Y | +27.2% | +20.9% | +6.3% | +17.9% |
| 5Y | +32.5% | -17.8% | +50.3% | +30.8% |
| 10Y | +101.8% | +23.5% | +78.3% | +78.2% |
| All | +508.9% | +143.0% | +365.9% | +321.6% |
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