+33.3%
XLV vs IP
-17.3%
+50.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +0.9% | -11.2% | +12.1% | +2.7% |
| 3M | +10.0% | +12.3% | -2.3% | +7.7% |
| 6M | +10.4% | -5.2% | +15.6% | +10.6% |
| YTD | +8.9% | -4.0% | +12.8% | +8.6% |
| 1Y | +23.4% | -19.2% | +42.6% | +26.2% |
| 3Y | +33.1% | +20.3% | +12.7% | +23.4% |
| 5Y | +33.3% | -17.5% | +50.7% | +31.1% |
| All | +33.3% | -17.3% | +50.6% | +31.1% |
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