-31.5%
XYL vs IBN
+4.2%
-35.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +3.4% |
| 7D | +14.5% | +8.9% | +5.6% | +10.9% |
| 30D | -1.3% | +12.6% | -14.0% | -5.3% |
| 3M | -17.0% | +3.1% | -20.0% | -18.2% |
| 6M | -11.3% | +20.6% | -31.9% | -17.5% |
| YTD | -25.0% | +5.8% | -30.7% | -27.8% |
| 1Y | -31.5% | +3.7% | -35.2% | -34.4% |
| All | -31.5% | +4.2% | -35.8% | -34.4% |
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