+432.8%
XYL vs IBB
+587.6%
-154.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.6% |
| 7D | -5.0% | +1.4% | -6.5% | -5.7% |
| 30D | -13.2% | +10.5% | -23.7% | -17.6% |
| 3M | -3.7% | +23.6% | -27.3% | -13.7% |
| 6M | -17.7% | +22.6% | -40.3% | -26.1% |
| YTD | -21.5% | +25.7% | -47.2% | -30.5% |
| 1Y | -24.5% | +51.4% | -75.9% | -39.2% |
| 3Y | +6.9% | +64.4% | -57.4% | -18.1% |
| 5Y | -18.1% | +22.1% | -40.2% | -28.4% |
| 10Y | +134.7% | +132.5% | +2.2% | +49.9% |
| All | +432.8% | +587.6% | -154.9% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling