+41.6%
XLC vs IBN
+73.9%
-32.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.1% |
| 7D | +6.2% | +15.8% | -9.5% | +0.7% |
| 30D | -2.4% | +25.1% | -27.4% | -10.1% |
| 3M | -3.3% | +16.0% | -19.3% | -8.6% |
| 6M | -7.3% | +32.8% | -40.1% | -16.8% |
| YTD | -7.6% | +18.0% | -25.7% | -13.7% |
| 1Y | -3.7% | +15.9% | -19.6% | -9.5% |
| 3Y | +62.9% | +57.6% | +5.3% | +29.3% |
| 5Y | +41.6% | +74.7% | -33.0% | +3.7% |
| All | +41.6% | +73.9% | -32.3% | +3.7% |
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