+134.0%
XLC vs IBN
+326.5%
-192.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | +6.2% | +15.8% | -9.5% | +2.0% |
| 30D | -2.4% | +25.1% | -27.4% | -8.3% |
| 3M | -3.3% | +16.0% | -19.3% | -7.3% |
| 6M | -7.3% | +32.8% | -40.1% | -14.6% |
| YTD | -7.6% | +18.0% | -25.7% | -12.3% |
| 1Y | -3.7% | +15.9% | -19.6% | -8.1% |
| 3Y | +62.9% | +57.6% | +5.3% | +40.7% |
| 5Y | +41.6% | +74.7% | -33.0% | +18.1% |
| All | +134.0% | +326.5% | -192.5% | +64.8% |
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