+175.4%
XLV vs IP
+15.7%
+159.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.7% | +0.9% |
| 7D | -3.7% | -4.6% | +0.9% | -2.7% |
| 30D | -1.1% | -15.3% | +14.1% | +2.7% |
| 3M | +8.2% | +2.7% | +5.6% | +6.8% |
| 6M | +8.9% | -7.4% | +16.3% | +9.5% |
| YTD | +8.5% | -8.8% | +17.4% | +9.0% |
| 1Y | +22.3% | -22.4% | +44.7% | +27.4% |
| 3Y | +32.6% | +14.2% | +18.4% | +19.6% |
| 5Y | +34.4% | -21.8% | +56.2% | +34.1% |
| 10Y | +175.4% | +18.3% | +157.1% | +121.8% |
| All | +175.4% | +15.7% | +159.7% | +121.8% |
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