-31.5%
XYL vs IBB
+42.2%
-73.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.3% | +4.4% |
| 7D | +14.5% | +2.2% | +12.3% | +14.0% |
| 30D | -1.3% | +6.3% | -7.7% | -2.9% |
| 3M | -17.0% | +16.3% | -33.3% | -21.3% |
| 6M | -11.3% | +30.0% | -41.3% | -20.2% |
| YTD | -25.0% | +31.1% | -56.1% | -33.0% |
| 1Y | -31.5% | +42.0% | -73.5% | -40.5% |
| All | -31.5% | +42.2% | -73.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling