+163.9%
XLE vs IBN
+368.7%
-204.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | 0.0% |
| 7D | -7.9% | +14.6% | -22.5% | -11.8% |
| 30D | -4.8% | +23.5% | -28.3% | -11.1% |
| 3M | +8.4% | +14.0% | -5.6% | +3.7% |
| 6M | +12.7% | +31.1% | -18.5% | +2.8% |
| YTD | +41.3% | +16.6% | +24.7% | +32.9% |
| 1Y | +42.3% | +14.9% | +27.4% | +34.5% |
| 3Y | +65.1% | +56.9% | +8.2% | +37.4% |
| 5Y | +150.2% | +69.7% | +80.5% | +99.4% |
| 10Y | +163.9% | +365.4% | -201.5% | +56.5% |
| All | +163.9% | +368.7% | -204.7% | +56.5% |
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