+1,195.4%
XLY vs IP
+126.2%
+1,069.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | +7.8% | +9.2% | -1.4% | +4.4% |
| 3M | +1.7% | -16.1% | +17.8% | +7.7% |
| 6M | +1.8% | +9.6% | -7.8% | -2.8% |
| YTD | +2.0% | -8.8% | +10.7% | +2.4% |
| 1Y | +1.8% | -5.5% | +7.4% | +0.8% |
| 3Y | +53.7% | +19.6% | +34.1% | +34.2% |
| 5Y | +24.2% | -13.5% | +37.7% | +20.5% |
| 10Y | +236.3% | +22.4% | +213.8% | +171.7% |
| All | +1,195.4% | +126.2% | +1,069.2% | +582.7% |
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