+218.0%
XLE vs IBN
+61.6%
+156.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +11.8% | -0.3% | +12.1% | +11.8% |
| 3M | +9.8% | +17.1% | -7.3% | +6.9% |
| 6M | +15.6% | +3.4% | +12.2% | +15.0% |
| YTD | +45.3% | +2.5% | +42.7% | +44.5% |
| 1Y | +48.3% | -4.2% | +52.5% | +49.6% |
| 3Y | +55.4% | +32.4% | +23.0% | +43.4% |
| All | +218.0% | +61.6% | +156.4% | +181.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling