-24.5%
XYL vs IBN
-4.0%
-20.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -5.0% | +1.4% | -6.5% | -5.4% |
| 30D | -13.2% | -0.3% | -12.9% | -13.1% |
| 3M | -3.7% | +17.1% | -20.8% | -7.9% |
| 6M | -17.7% | +3.4% | -21.1% | -20.1% |
| YTD | -21.5% | +2.5% | -24.1% | -23.5% |
| 1Y | -24.5% | -4.2% | -20.3% | -26.2% |
| All | -24.5% | -4.0% | -20.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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