+37.8%
XLC vs IBN
+56.7%
-19.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.4% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | +0.2% | -2.3% | +2.5% | +1.0% |
| 3M | +0.6% | +15.9% | -15.2% | -4.7% |
| 6M | -4.5% | +5.6% | -10.1% | -6.7% |
| YTD | -4.7% | -0.1% | -4.6% | -5.3% |
| 1Y | -1.7% | -6.5% | +4.9% | 0.0% |
| 3Y | +72.3% | +29.3% | +43.0% | +49.4% |
| 5Y | +37.8% | +56.6% | -18.8% | +6.9% |
| All | +37.8% | +56.7% | -19.0% | +6.9% |
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 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