+148.7%
XLK vs IBN
+58.3%
+90.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +0.6% |
| 7D | +0.2% | -3.0% | +3.2% | +1.4% |
| 30D | -0.6% | -1.5% | +0.9% | -0.1% |
| 3M | +2.6% | +7.9% | -5.4% | -0.9% |
| 6M | +34.0% | +8.6% | +25.3% | +28.9% |
| YTD | +30.7% | -0.6% | +31.2% | +30.1% |
| 1Y | +39.2% | -7.3% | +46.5% | +42.3% |
| 3Y | +120.4% | +26.2% | +94.2% | +90.0% |
| All | +148.7% | +58.3% | +90.4% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling