+730.1%
XLP vs IBN
+1,726.4%
-996.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.7% |
| 7D | +0.7% | +15.1% | -14.3% | -0.7% |
| 30D | +10.3% | +21.6% | -11.4% | +8.1% |
| 3M | +6.5% | +11.2% | -4.7% | +5.3% |
| 6M | +8.4% | +27.8% | -19.4% | +5.6% |
| YTD | +18.2% | +14.7% | +3.5% | +16.3% |
| 1Y | +22.4% | +14.4% | +8.0% | +20.5% |
| 3Y | +41.9% | +52.1% | -10.2% | +35.3% |
| 5Y | +40.9% | +70.7% | -29.9% | +32.2% |
| 10Y | +128.4% | +385.5% | -257.2% | +89.3% |
| All | +730.1% | +1,726.4% | -996.2% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling