+694.8%
XLV vs IBN
+1,454.8%
-760.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -4.4% | -5.5% | +1.1% | -3.6% |
| 30D | -1.4% | -3.4% | +2.0% | -0.9% |
| 3M | +8.9% | +8.7% | +0.2% | +7.5% |
| 6M | +9.1% | +3.7% | +5.4% | +8.4% |
| YTD | +7.9% | -2.4% | +10.3% | +8.1% |
| 1Y | +22.7% | -8.1% | +30.8% | +23.9% |
| 3Y | +31.9% | +26.3% | +5.6% | +26.7% |
| 5Y | +34.9% | +54.9% | -20.1% | +25.2% |
| 10Y | +173.9% | +311.8% | -137.9% | +115.7% |
| All | +694.8% | +1,454.8% | -760.0% | +392.9% |
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