+28.4%
XLY vs IBN
+58.3%
-29.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.1% |
| 7D | -1.7% | -3.0% | +1.3% | -0.4% |
| 30D | -4.2% | -1.5% | -2.7% | -3.6% |
| 3M | -2.7% | +7.9% | -10.6% | -6.1% |
| 6M | -0.6% | +8.6% | -9.3% | -4.6% |
| YTD | -5.0% | -0.6% | -4.5% | -5.4% |
| 1Y | -4.1% | -7.3% | +3.2% | -1.7% |
| 3Y | +33.6% | +26.2% | +7.4% | +14.3% |
| All | +28.4% | +58.3% | -29.9% | -6.4% |
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