+41.0%
XLE vs IBB
+38.4%
+2.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +1.1% |
| 7D | -7.9% | +2.7% | -10.6% | -7.3% |
| 30D | -4.8% | +6.3% | -11.2% | -3.3% |
| 3M | +8.4% | +11.1% | -2.7% | +11.3% |
| 6M | +12.7% | +29.2% | -16.6% | +20.4% |
| YTD | +41.3% | +30.2% | +11.1% | +51.1% |
| All | +41.0% | +38.4% | +2.6% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling