+2.3%
XLY vs IP
+6.3%
-4.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | 0.0% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | +7.2% | +6.7% | +0.5% | +5.9% |
| 3M | +2.4% | -16.6% | +19.0% | +5.8% |
| 6M | +2.3% | +6.0% | -3.7% | -1.5% |
| All | +2.3% | +6.3% | -4.1% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling