+154.0%
XEL vs IBB
+122.2%
+31.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.9% | -3.9% | +4.8% | +1.9% |
| 30D | -0.9% | +2.7% | -3.6% | -1.7% |
| 3M | -1.4% | +21.4% | -22.8% | -6.3% |
| 6M | -5.8% | +20.1% | -25.9% | -10.4% |
| YTD | +4.7% | +21.9% | -17.2% | -0.9% |
| 1Y | +9.1% | +44.1% | -35.1% | -1.4% |
| 3Y | +47.8% | +63.4% | -15.5% | +28.2% |
| 5Y | +29.0% | +19.8% | +9.3% | +20.1% |
| 10Y | +154.0% | +127.0% | +27.0% | +108.7% |
| All | +154.0% | +122.2% | +31.8% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling