+253.9%
XLI vs IBN
+324.2%
-70.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.8% |
| 30D | -7.3% | -1.5% | -5.8% | -6.9% |
| 3M | -1.3% | +7.9% | -9.3% | -3.6% |
| 6M | +2.2% | +8.6% | -6.4% | -0.4% |
| YTD | +11.7% | -0.6% | +12.3% | +11.5% |
| 1Y | +14.3% | -7.3% | +21.6% | +16.1% |
| 3Y | +70.3% | +26.2% | +44.1% | +56.5% |
| 5Y | +82.3% | +57.8% | +24.5% | +55.4% |
| All | +253.9% | +324.2% | -70.3% | +137.7% |
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