+152.9%
XYL vs IBB
+124.2%
+28.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +4.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.7% |
| 30D | -9.2% | +4.9% | -14.1% | -11.9% |
| 3M | -0.3% | +24.2% | -24.5% | -12.4% |
| 6M | -11.0% | +23.8% | -34.8% | -21.9% |
| YTD | -19.2% | +23.0% | -42.2% | -29.0% |
| 1Y | -21.2% | +46.2% | -67.4% | -37.6% |
| 3Y | +18.6% | +64.8% | -46.2% | -13.6% |
| 5Y | -14.3% | +20.9% | -35.2% | -26.4% |
| All | +152.9% | +124.2% | +28.7% | +49.1% |
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