+143.8%
IBM vs XBI
+160.4%
-16.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.6% | -4.6% | +8.2% | +4.8% |
| 30D | +3.1% | -2.0% | +5.1% | +3.6% |
| 3M | -10.8% | +17.8% | -28.6% | -14.8% |
| 6M | -0.8% | +23.7% | -24.5% | -6.7% |
| YTD | -16.2% | +28.2% | -44.4% | -22.1% |
| 1Y | -2.9% | +64.0% | -66.8% | -15.5% |
| 3Y | +79.8% | +99.4% | -19.6% | +46.7% |
| 5Y | +124.9% | +19.3% | +105.5% | +107.1% |
| All | +143.8% | +160.4% | -16.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling