+133.6%
XLC vs IBN
+320.5%
-186.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.1% | +5.7% | -2.6% | +1.5% |
| 30D | -4.2% | +20.5% | -24.7% | -9.1% |
| 3M | -2.1% | +15.2% | -17.4% | -6.0% |
| 6M | -6.6% | +34.5% | -41.1% | -14.2% |
| YTD | -7.8% | +16.4% | -24.2% | -12.1% |
| 1Y | -4.1% | +13.5% | -17.6% | -8.0% |
| 3Y | +62.6% | +55.4% | +7.2% | +41.0% |
| 5Y | +39.6% | +73.1% | -33.4% | +16.8% |
| All | +133.6% | +320.5% | -186.9% | +65.1% |
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