+387.3%
XLF vs IBN
+1,491.4%
-1,104.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.6% |
| 7D | +0.2% | -2.2% | +2.4% | +0.8% |
| 30D | -0.5% | -2.3% | +1.8% | +0.1% |
| 3M | +10.6% | +15.9% | -5.2% | +6.0% |
| 6M | +14.3% | +5.6% | +8.7% | +12.3% |
| YTD | +5.5% | -0.1% | +5.6% | +5.2% |
| 1Y | +9.6% | -6.5% | +16.1% | +11.1% |
| 3Y | +75.2% | +29.3% | +45.9% | +60.3% |
| 5Y | +65.5% | +56.6% | +9.0% | +42.5% |
| 10Y | +246.4% | +314.4% | -67.9% | +114.1% |
| All | +387.3% | +1,491.4% | -1,104.1% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling