-24.5%
XYL vs IBB
+51.5%
-76.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -5.0% | +1.4% | -6.5% | -5.5% |
| 30D | -13.2% | +10.5% | -23.7% | -16.6% |
| 3M | -3.7% | +23.6% | -27.3% | -12.0% |
| 6M | -17.7% | +22.6% | -40.3% | -24.8% |
| YTD | -21.5% | +25.7% | -47.2% | -29.0% |
| 1Y | -24.5% | +51.4% | -75.9% | -35.7% |
| All | -24.5% | +51.5% | -76.0% | -35.7% |
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