+167.2%
XLE vs IBB
+156.3%
+10.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -12.0% | -1.8% | -10.2% | -11.4% |
| 30D | -2.7% | +5.1% | -7.8% | -5.0% |
| 3M | +6.6% | +10.7% | -4.1% | +1.3% |
| 6M | +9.5% | +22.9% | -13.4% | -1.1% |
| YTD | +40.6% | +26.7% | +13.9% | +24.0% |
| 1Y | +43.6% | +35.1% | +8.5% | +22.7% |
| 3Y | +58.1% | +80.2% | -22.1% | +15.1% |
| 5Y | +152.2% | +37.8% | +114.3% | +107.6% |
| All | +167.2% | +156.3% | +10.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling