+1,127.6%
XLY vs IP
+143.0%
+984.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -2.0% | -5.3% | +3.3% | -0.2% |
| 30D | -3.1% | -10.9% | +7.7% | +0.7% |
| 3M | -1.8% | +11.2% | -13.0% | -6.3% |
| 6M | -0.9% | -10.2% | +9.3% | +1.0% |
| YTD | -3.4% | -2.0% | -1.4% | -5.1% |
| 1Y | -1.5% | -19.1% | +17.6% | +2.7% |
| 3Y | +38.8% | +20.9% | +18.0% | +21.0% |
| 5Y | +30.5% | -17.8% | +48.3% | +29.1% |
| 10Y | +215.3% | +23.5% | +191.8% | +154.5% |
| All | +1,127.6% | +143.0% | +984.6% | +532.7% |
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