+81.6%
XLF vs IBN
+57.3%
+24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +1.9% | +0.8% | +2.2% |
| 30D | +7.6% | +22.1% | -14.5% | +2.2% |
| 3M | +1.1% | +17.1% | -16.0% | -3.0% |
| 6M | +15.9% | +35.5% | -19.7% | +7.2% |
| YTD | +8.4% | +16.8% | -8.4% | +3.6% |
| 1Y | +12.5% | +12.4% | +0.1% | +8.4% |
| 3Y | +81.6% | +58.0% | +23.5% | +68.0% |
| All | +81.6% | +57.3% | +24.2% | +68.0% |
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