+226.1%
XLI vs IBN
+385.6%
-159.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.8% | +1.9% | +1.9% | +3.2% |
| 30D | +1.0% | +22.1% | -21.1% | -4.8% |
| 3M | -8.9% | +17.1% | -26.0% | -13.2% |
| 6M | -2.3% | +35.5% | -37.8% | -10.9% |
| YTD | +9.7% | +16.8% | -7.1% | +4.2% |
| 1Y | +12.3% | +12.4% | -0.1% | +7.9% |
| 3Y | +71.5% | +58.0% | +13.4% | +46.9% |
| 5Y | +70.2% | +73.7% | -3.5% | +40.5% |
| All | +226.1% | +385.6% | -159.5% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling