-14.5%
XYL vs IBN
+54.0%
-68.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.4% |
| 7D | +0.8% | -5.1% | +5.9% | +2.9% |
| 30D | -10.8% | -3.5% | -7.3% | -9.7% |
| 3M | -2.5% | +11.3% | -13.9% | -6.9% |
| 6M | -12.2% | +4.4% | -16.6% | -14.1% |
| YTD | -20.1% | -1.8% | -18.3% | -20.0% |
| 1Y | -20.6% | -8.0% | -12.7% | -18.7% |
| 3Y | +17.3% | +27.1% | -9.7% | +1.4% |
| 5Y | -14.5% | +54.5% | -69.0% | -34.3% |
| All | -14.5% | +54.0% | -68.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling