+120.8%
XYL vs IBB
+139.6%
-18.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | -0.1% |
| 7D | +2.1% | +2.7% | -0.6% | +0.5% |
| 30D | -3.4% | +6.3% | -9.7% | -7.1% |
| 3M | -17.2% | +11.1% | -28.3% | -22.8% |
| 6M | -12.0% | +29.2% | -41.3% | -25.3% |
| YTD | -26.3% | +30.2% | -56.5% | -37.9% |
| 1Y | -33.5% | +39.5% | -73.0% | -46.3% |
| 3Y | +6.4% | +92.3% | -85.9% | -30.2% |
| 5Y | -20.9% | +43.0% | -63.9% | -38.7% |
| 10Y | +120.8% | +137.1% | -16.3% | +24.8% |
| All | +120.8% | +139.6% | -18.8% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling