+159.4%
XLU vs IP
+24.7%
+134.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +5.6% | +9.4% | -3.8% | +3.4% |
| 3M | +2.1% | -14.1% | +16.2% | +5.3% |
| 6M | -0.9% | +9.2% | -10.0% | -3.8% |
| YTD | +4.6% | -7.5% | +12.1% | +4.4% |
| 1Y | +0.3% | -2.8% | +3.1% | -1.3% |
| 3Y | +58.6% | +21.2% | +37.3% | +39.8% |
| 5Y | +51.5% | -11.5% | +63.0% | +44.2% |
| 10Y | +159.4% | +23.7% | +135.7% | +98.6% |
| All | +159.4% | +24.7% | +134.6% | +98.6% |
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 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