+633.1%
XLE vs IBB
+554.8%
+78.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.1% | -0.6% |
| 7D | -10.3% | -3.6% | -6.7% | -8.8% |
| 30D | -3.3% | +3.4% | -6.7% | -5.2% |
| 3M | +8.2% | +9.5% | -1.3% | +2.7% |
| 6M | +5.0% | +23.3% | -18.3% | -6.4% |
| YTD | +40.6% | +24.5% | +16.0% | +23.7% |
| 1Y | +45.0% | +32.9% | +12.1% | +23.4% |
| 3Y | +56.3% | +76.6% | -20.2% | +13.8% |
| 5Y | +152.2% | +35.5% | +116.7% | +104.5% |
| 10Y | +173.0% | +156.7% | +16.2% | +56.6% |
| All | +633.1% | +554.8% | +78.3% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling