+1,034.7%
XLV vs IP
+126.2%
+908.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | -0.4% | -2.8% | +2.4% | +0.3% |
| 30D | +9.9% | +9.2% | +0.7% | +7.6% |
| 3M | +12.9% | -16.1% | +29.0% | +17.2% |
| 6M | +33.2% | +9.6% | +23.6% | +29.3% |
| YTD | +23.6% | -8.8% | +32.4% | +23.9% |
| 1Y | +27.5% | -5.5% | +33.0% | +26.7% |
| 3Y | +57.3% | +19.6% | +37.7% | +43.3% |
| 5Y | +53.9% | -13.5% | +67.4% | +49.5% |
| 10Y | +216.9% | +22.4% | +194.5% | +172.4% |
| All | +1,034.7% | +126.2% | +908.5% | +651.8% |
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 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