-0.8%
XYL vs IBN
+57.3%
-58.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | +1.9% | -5.6% | -4.2% |
| 30D | -8.3% | +22.1% | -30.4% | -13.3% |
| 3M | -21.4% | +17.1% | -38.5% | -25.0% |
| 6M | -12.9% | +35.5% | -48.5% | -20.2% |
| YTD | -30.1% | +16.8% | -46.9% | -33.7% |
| 1Y | -35.2% | +12.4% | -47.5% | -37.9% |
| 3Y | -0.8% | +58.0% | -58.8% | -11.9% |
| All | -0.8% | +57.3% | -58.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling