+35.5%
XLV vs IBN
+58.3%
-22.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -3.6% | -3.0% | -0.5% | -2.9% |
| 30D | -1.8% | -1.5% | -0.3% | -1.5% |
| 3M | +7.8% | +7.9% | -0.1% | +5.8% |
| 6M | +9.1% | +8.6% | +0.5% | +6.8% |
| YTD | +7.7% | -0.6% | +8.3% | +7.5% |
| 1Y | +20.4% | -7.3% | +27.7% | +21.9% |
| 3Y | +30.8% | +26.2% | +4.6% | +21.4% |
| All | +35.5% | +58.3% | -22.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling