+566.3%
XLP vs IP
+132.6%
+433.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.1% |
| 7D | +5.9% | +3.4% | +2.5% | +5.2% |
| 30D | +13.5% | +11.2% | +2.2% | +11.2% |
| 3M | +8.4% | -14.8% | +23.2% | +11.4% |
| 6M | +11.5% | +17.3% | -5.7% | +7.5% |
| YTD | +20.6% | -6.2% | +26.8% | +20.3% |
| 1Y | +24.3% | +2.3% | +22.0% | +21.9% |
| 3Y | +45.1% | +17.7% | +27.4% | +35.0% |
| 5Y | +44.6% | -8.4% | +53.0% | +39.7% |
| 10Y | +133.1% | +32.1% | +101.0% | +103.4% |
| All | +566.3% | +132.6% | +433.6% | +364.4% |
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