+1,076.2%
XEL vs IBN
+1,532.9%
-456.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | -1.9% | +17.1% | -19.0% | -3.6% |
| 6M | -7.4% | +3.4% | -10.8% | -7.9% |
| YTD | +4.1% | +2.5% | +1.5% | +3.6% |
| 1Y | +8.0% | -4.2% | +12.2% | +8.2% |
| 3Y | +48.4% | +32.4% | +16.0% | +43.0% |
| 5Y | +27.2% | +59.2% | -31.9% | +19.6% |
| 10Y | +146.8% | +345.7% | -198.9% | +102.6% |
| All | +1,076.2% | +1,532.9% | -456.7% | +651.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling