+149.9%
XLE vs IBN
+68.5%
+81.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.5% |
| 7D | -12.0% | +15.1% | -27.1% | -13.6% |
| 30D | -2.7% | +21.6% | -24.4% | -5.3% |
| 3M | +6.6% | +11.2% | -4.6% | +5.0% |
| 6M | +9.5% | +27.8% | -18.2% | +5.5% |
| YTD | +40.6% | +14.7% | +25.9% | +37.8% |
| 1Y | +43.6% | +14.4% | +29.2% | +40.9% |
| 3Y | +58.1% | +52.1% | +6.0% | +42.5% |
| All | +149.9% | +68.5% | +81.4% | +123.5% |
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