+178.7%
XHB vs IBN
+577.4%
-398.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | -6.9% | -0.3% | -6.6% | -6.8% |
| 3M | -1.3% | +17.1% | -18.4% | -6.6% |
| 6M | -6.8% | +3.4% | -10.2% | -7.9% |
| YTD | +0.7% | +2.5% | -1.8% | -0.3% |
| 1Y | -11.2% | -4.2% | -7.1% | -10.3% |
| 3Y | +25.3% | +32.4% | -7.1% | +11.8% |
| 5Y | +37.3% | +59.2% | -21.9% | +14.2% |
| 10Y | +211.5% | +345.7% | -134.2% | +65.5% |
| All | +178.7% | +577.4% | -398.7% | -7.6% |
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