+400.8%
XLF vs IBN
+1,760.3%
-1,359.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | +7.6% | +22.1% | -14.5% | +1.5% |
| 3M | +1.1% | +17.1% | -16.0% | -3.6% |
| 6M | +15.9% | +35.5% | -19.7% | +6.0% |
| YTD | +8.4% | +16.8% | -8.4% | +3.2% |
| 1Y | +12.5% | +12.4% | +0.1% | +8.3% |
| 3Y | +81.6% | +58.0% | +23.5% | +56.7% |
| 5Y | +59.3% | +73.7% | -14.5% | +33.2% |
| 10Y | +225.4% | +385.6% | -160.1% | +92.6% |
| All | +400.8% | +1,760.3% | -1,359.6% | +105.9% |
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