+139.5%
XLP vs IBN
+385.6%
-246.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.5% | +1.9% | +0.7% | +2.2% |
| 30D | +7.3% | +22.1% | -14.8% | +4.0% |
| 3M | +8.1% | +17.1% | -9.0% | +5.4% |
| 6M | +10.5% | +35.5% | -25.1% | +5.2% |
| YTD | +21.2% | +16.8% | +4.4% | +17.9% |
| 1Y | +22.7% | +12.4% | +10.3% | +20.1% |
| 3Y | +44.8% | +58.0% | -13.2% | +33.4% |
| 5Y | +44.7% | +73.7% | -29.0% | +30.4% |
| All | +139.5% | +385.6% | -246.1% | +90.0% |
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