+740.9%
XLP vs IBN
+1,653.1%
-912.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.8% | -1.2% |
| 7D | +3.5% | +11.7% | -8.2% | +2.3% |
| 30D | +11.6% | +16.1% | -4.5% | +9.9% |
| 3M | +7.6% | +7.0% | +0.6% | +6.9% |
| 6M | +10.0% | +26.1% | -16.0% | +7.4% |
| YTD | +19.7% | +10.1% | +9.7% | +18.4% |
| 1Y | +23.5% | +8.0% | +15.4% | +22.3% |
| 3Y | +44.0% | +46.0% | -2.0% | +37.8% |
| 5Y | +42.7% | +63.9% | -21.2% | +34.5% |
| 10Y | +131.3% | +366.1% | -234.7% | +92.5% |
| All | +740.9% | +1,653.1% | -912.2% | +488.2% |
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