+789.6%
IVV vs XBI
+950.0%
-160.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +0.1% | +7.1% | -7.0% | -2.8% |
| 3M | +2.0% | +22.9% | -20.9% | -6.6% |
| 6M | +13.0% | +29.7% | -16.7% | +0.8% |
| YTD | +13.6% | +34.5% | -20.9% | -0.4% |
| 1Y | +20.1% | +76.1% | -56.0% | -6.0% |
| 3Y | +77.6% | +103.2% | -25.6% | +27.9% |
| 5Y | +82.5% | +22.8% | +59.6% | +55.8% |
| 10Y | +316.5% | +176.3% | +140.3% | +130.3% |
| All | +789.6% | +950.0% | -160.4% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling