+643.4%
XLU vs IP
+143.0%
+500.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +0.8% | -5.3% | +6.1% | +1.9% |
| 30D | -1.3% | -10.9% | +9.5% | +0.9% |
| 3M | -1.3% | +11.2% | -12.5% | -4.0% |
| 6M | -7.6% | -10.2% | +2.6% | -6.7% |
| YTD | +2.3% | -2.0% | +4.3% | +1.0% |
| 1Y | +5.8% | -19.1% | +24.9% | +8.3% |
| 3Y | +50.5% | +20.9% | +29.7% | +37.9% |
| 5Y | +44.1% | -17.8% | +61.9% | +41.9% |
| 10Y | +138.2% | +23.5% | +114.7% | +106.4% |
| All | +643.4% | +143.0% | +500.3% | +390.4% |
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