+38.4%
XLY vs IP
+24.1%
+14.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.9% | -11.2% | +6.3% | -2.5% |
| 3M | -1.0% | +12.3% | -13.3% | -4.2% |
| 6M | 0.0% | -5.2% | +5.3% | +0.1% |
| YTD | -4.2% | -4.0% | -0.2% | -4.7% |
| 1Y | -2.7% | -19.2% | +16.6% | +0.4% |
| 3Y | +38.4% | +20.3% | +18.1% | +32.8% |
| All | +38.4% | +24.1% | +14.4% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling