+313.6%
IVV vs XBI
+161.4%
+152.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -2.0% | -4.6% | +2.6% | -0.4% |
| 30D | -1.6% | -0.8% | -0.8% | -1.5% |
| 3M | +4.8% | +21.8% | -17.1% | -2.9% |
| 6M | +12.6% | +23.2% | -10.6% | +3.6% |
| YTD | +11.8% | +28.7% | -17.0% | +1.0% |
| 1Y | +17.6% | +67.8% | -50.2% | -3.8% |
| 3Y | +77.0% | +100.6% | -23.6% | +32.8% |
| 5Y | +82.6% | +19.8% | +62.8% | +60.6% |
| All | +313.6% | +161.4% | +152.2% | +173.8% |
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