+218.2%
XLY vs IP
+15.7%
+202.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.7% | +0.3% |
| 7D | -2.1% | -4.6% | +2.5% | -0.6% |
| 30D | -6.0% | -15.3% | +9.2% | -0.9% |
| 3M | -2.7% | +2.7% | -5.4% | -4.6% |
| 6M | -1.5% | -7.4% | +5.9% | -0.7% |
| YTD | -5.4% | -8.8% | +3.4% | -4.9% |
| 1Y | -3.8% | -22.4% | +18.6% | +1.7% |
| 3Y | +36.6% | +14.2% | +22.4% | +20.4% |
| 5Y | +27.4% | -21.8% | +49.2% | +27.9% |
| 10Y | +218.2% | +18.3% | +199.9% | +153.3% |
| All | +218.2% | +15.7% | +202.5% | +153.3% |
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