+136.6%
XLU vs IP
+18.1%
+118.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.2% | -5.9% | +4.7% | +0.1% |
| 30D | -2.5% | -17.0% | +14.5% | +1.4% |
| 3M | -2.7% | +8.9% | -11.6% | -5.2% |
| 6M | -7.5% | -10.0% | +2.5% | -6.5% |
| YTD | +0.9% | -9.8% | +10.7% | +1.5% |
| 1Y | +3.3% | -22.6% | +25.9% | +7.2% |
| 3Y | +47.3% | +13.1% | +34.2% | +32.6% |
| 5Y | +44.4% | -22.3% | +66.7% | +42.8% |
| All | +136.6% | +18.1% | +118.5% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling