+432.8%
XYL vs IBN
+433.8%
-1.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.0% | +1.4% | -6.5% | -5.4% |
| 30D | -13.2% | -0.3% | -12.9% | -13.2% |
| 3M | -3.7% | +17.1% | -20.8% | -8.1% |
| 6M | -17.7% | +3.4% | -21.1% | -18.7% |
| YTD | -21.5% | +2.5% | -24.1% | -22.3% |
| 1Y | -24.5% | -4.2% | -20.3% | -24.0% |
| 3Y | +6.9% | +32.4% | -25.5% | -2.8% |
| 5Y | -18.1% | +59.2% | -77.3% | -29.6% |
| 10Y | +134.7% | +345.7% | -211.0% | +47.8% |
| All | +432.8% | +433.8% | -1.0% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling