-65.6%
XE vs IBN
+12.8%
-78.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.8% | -12.2% | -7.7% |
| 7D | -12.9% | +8.9% | -21.8% | -12.0% |
| 30D | -30.3% | +12.6% | -42.9% | -30.1% |
| 3M | -45.9% | +3.1% | -48.9% | -45.6% |
| 6M | -66.2% | +20.6% | -86.8% | -63.2% |
| All | -65.6% | +12.8% | -78.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling