+170.7%
XLE vs IBN
+312.4%
-141.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +12.6% | -2.3% | +14.9% | +13.4% |
| 3M | +11.8% | +15.9% | -4.0% | +6.5% |
| 6M | +16.1% | +5.6% | +10.5% | +13.2% |
| YTD | +46.9% | -0.1% | +46.9% | +45.4% |
| 1Y | +53.3% | -6.5% | +59.8% | +54.8% |
| 3Y | +54.9% | +29.3% | +25.6% | +37.8% |
| 5Y | +225.7% | +56.6% | +169.1% | +166.0% |
| 10Y | +170.7% | +314.4% | -143.7% | +66.8% |
| All | +170.7% | +312.4% | -141.7% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling