+708.2%
XLU vs IBN
+1,454.8%
-746.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.2% | -5.5% | +4.3% | -0.5% |
| 30D | -2.5% | -3.4% | +0.9% | -2.1% |
| 3M | -2.7% | +8.7% | -11.4% | -3.8% |
| 6M | -7.5% | +3.7% | -11.2% | -8.0% |
| YTD | +0.9% | -2.4% | +3.3% | +1.0% |
| 1Y | +3.3% | -8.1% | +11.4% | +4.1% |
| 3Y | +47.3% | +26.3% | +21.0% | +42.0% |
| 5Y | +44.4% | +54.9% | -10.5% | +35.0% |
| 10Y | +140.8% | +311.8% | -171.0% | +94.2% |
| All | +708.2% | +1,454.8% | -746.6% | +435.7% |
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 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