+34.5%
XHB vs IBN
+54.0%
-19.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.7% |
| 7D | -1.9% | -5.1% | +3.2% | +0.4% |
| 30D | -8.3% | -3.5% | -4.8% | -6.9% |
| 3M | -7.1% | +11.3% | -18.5% | -11.6% |
| 6M | -5.3% | +4.4% | -9.7% | -7.3% |
| YTD | -3.2% | -1.8% | -1.4% | -3.0% |
| 1Y | -13.9% | -8.0% | -5.9% | -11.5% |
| 3Y | +24.9% | +27.1% | -2.2% | +6.9% |
| 5Y | +34.5% | +54.5% | -20.0% | +0.1% |
| All | +34.5% | +54.0% | -19.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling