+5.8%
XLU vs IP
-18.9%
+24.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | +0.8% | -5.3% | +6.1% | +1.1% |
| 30D | -1.3% | -10.9% | +9.5% | -0.7% |
| 3M | -1.3% | +11.2% | -12.5% | -2.0% |
| 6M | -7.6% | -10.2% | +2.6% | -6.9% |
| YTD | +2.3% | -2.0% | +4.3% | +2.4% |
| 1Y | +5.8% | -19.1% | +24.9% | +6.6% |
| All | +5.8% | -18.9% | +24.6% | +6.6% |
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 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