+53.9%
XLV vs IP
-11.8%
+65.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +10.6% | +9.4% | +1.2% | +9.0% |
| 3M | +12.6% | -14.1% | +26.6% | +15.0% |
| 6M | +32.7% | +9.2% | +23.5% | +30.2% |
| YTD | +23.5% | -7.5% | +31.1% | +23.7% |
| 1Y | +30.4% | -2.8% | +33.2% | +29.4% |
| 3Y | +57.3% | +21.2% | +36.0% | +44.7% |
| All | +53.9% | -11.8% | +65.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling