+176.5%
XLE vs IBN
+383.7%
-207.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +4.4% | +5.7% | -1.3% | +2.6% |
| 30D | -4.3% | +20.5% | -24.8% | -9.9% |
| 3M | +6.0% | +15.2% | -9.2% | +1.1% |
| 6M | +13.2% | +34.5% | -21.3% | +2.4% |
| YTD | +46.7% | +16.4% | +30.4% | +38.1% |
| 1Y | +46.6% | +13.5% | +33.1% | +39.1% |
| 3Y | +69.6% | +55.4% | +14.1% | +41.5% |
| 5Y | +166.5% | +73.1% | +93.5% | +110.7% |
| All | +176.5% | +383.7% | -207.3% | +60.5% |
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