+769.7%
XLB vs IBN
+1,756.6%
-986.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +0.6% | +14.0% | -13.4% | -2.4% |
| 6M | +3.5% | +31.1% | -27.7% | -2.7% |
| YTD | +18.2% | +16.6% | +1.7% | +13.9% |
| 1Y | +25.6% | +14.9% | +10.7% | +21.3% |
| 3Y | +46.7% | +56.9% | -10.2% | +31.1% |
| 5Y | +30.9% | +69.7% | -38.8% | +14.6% |
| 10Y | +167.7% | +365.4% | -197.6% | +80.8% |
| All | +769.7% | +1,756.6% | -986.9% | +308.3% |
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