+8.8%
XLV vs INIO
-38.1%
+46.9%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.1% |
| 7D | -3.6% | -2.0% | -1.5% | -3.6% |
| 30D | -1.8% | -27.9% | +26.1% | -2.6% |
| 3M | +7.8% | -39.0% | +46.8% | +6.8% |
| All | +8.8% | -38.1% | +46.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 3y: compounded portfolio wealth divided by compounded INIO 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…
3y analysis · Full analysis span regression · Available span rolling