+46.7%
XLB vs IBN
+56.2%
-9.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.5% |
| 7D | -1.4% | +14.6% | -16.0% | -4.4% |
| 30D | +7.1% | +23.5% | -16.4% | +2.0% |
| 3M | +0.6% | +14.0% | -13.4% | -2.5% |
| 6M | +3.5% | +31.1% | -27.7% | -2.8% |
| YTD | +18.2% | +16.6% | +1.7% | +13.4% |
| 1Y | +25.6% | +14.9% | +10.7% | +20.7% |
| 3Y | +46.7% | +56.9% | -10.2% | +35.9% |
| All | +46.7% | +56.2% | -9.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling