+128.8%
XLP vs IBN
+368.7%
-239.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +0.1% | +14.6% | -14.5% | -2.1% |
| 30D | +8.9% | +23.5% | -14.6% | +5.4% |
| 3M | +7.5% | +14.0% | -6.5% | +5.2% |
| 6M | +9.4% | +31.1% | -21.7% | +4.7% |
| YTD | +19.3% | +16.6% | +2.7% | +16.0% |
| 1Y | +21.7% | +14.9% | +6.8% | +18.7% |
| 3Y | +44.0% | +56.9% | -12.9% | +32.8% |
| 5Y | +42.8% | +69.7% | -26.9% | +29.1% |
| 10Y | +128.8% | +365.4% | -236.6% | +80.6% |
| All | +128.8% | +368.7% | -239.9% | +80.6% |
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