+54.7%
XLE vs IBN
+34.1%
+20.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.9% |
| 7D | +2.2% | +1.4% | +0.8% | +2.2% |
| 30D | +11.8% | -0.3% | +12.1% | +11.8% |
| 3M | +9.8% | +17.1% | -7.3% | +9.4% |
| 6M | +15.6% | +3.4% | +12.2% | +16.4% |
| YTD | +45.3% | +2.5% | +42.7% | +46.2% |
| 1Y | +48.3% | -4.2% | +52.5% | +50.5% |
| All | +54.7% | +34.1% | +20.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling