+164.5%
XLB vs IBN
+312.2%
-147.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.5% |
| 7D | -2.9% | -5.1% | +2.2% | -1.4% |
| 30D | -3.4% | -3.5% | +0.2% | -2.4% |
| 3M | +1.6% | +11.3% | -9.7% | -1.6% |
| 6M | +3.6% | +4.4% | -0.8% | +2.1% |
| YTD | +14.2% | -1.8% | +16.1% | +14.4% |
| 1Y | +15.6% | -8.0% | +23.6% | +17.8% |
| 3Y | +33.1% | +27.1% | +6.0% | +21.7% |
| 5Y | +35.1% | +54.5% | -19.4% | +15.4% |
| 10Y | +164.5% | +314.2% | -149.7% | +74.0% |
| All | +164.5% | +312.2% | -147.7% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling