+661.7%
XEL vs IBB
+560.8%
+100.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -1.9% | +10.5% | -12.4% | -4.9% |
| 3M | -1.9% | +23.6% | -25.5% | -8.2% |
| 6M | -7.4% | +22.6% | -30.1% | -13.4% |
| YTD | +4.1% | +25.7% | -21.6% | -3.5% |
| 1Y | +8.0% | +51.4% | -43.3% | -5.4% |
| 3Y | +48.4% | +64.4% | -16.0% | +25.4% |
| 5Y | +27.2% | +22.1% | +5.1% | +16.2% |
| 10Y | +146.8% | +132.5% | +14.3% | +77.7% |
| All | +661.7% | +560.8% | +100.9% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling