+726.5%
XEL vs IBB
+565.6%
+160.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | +9.2% | +6.7% | +2.5% | +6.9% |
| 3M | +4.5% | +6.3% | -1.8% | +2.2% |
| 6M | +3.6% | +23.9% | -20.3% | -3.4% |
| YTD | +12.9% | +26.6% | -13.7% | +4.3% |
| 1Y | +4.1% | +29.6% | -25.5% | -4.6% |
| 3Y | +52.3% | +86.1% | -33.8% | +23.7% |
| 5Y | +51.6% | +40.3% | +11.3% | +32.5% |
| 10Y | +185.2% | +128.1% | +57.2% | +107.0% |
| All | +726.5% | +565.6% | +160.9% | +179.1% |
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