+773.4%
IVV vs XBI
+865.0%
-91.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | -2.0% | +2.6% | -4.6% | -3.1% |
| 3M | -2.8% | -4.0% | +1.3% | -1.7% |
| 6M | +2.2% | +10.9% | -8.8% | -3.1% |
| YTD | +11.5% | +23.6% | -12.1% | +0.7% |
| 1Y | +13.5% | +35.1% | -21.6% | -1.3% |
| 3Y | +78.1% | +125.2% | -47.1% | +22.8% |
| 5Y | +73.1% | +19.7% | +53.4% | +48.8% |
| 10Y | +310.4% | +130.6% | +179.9% | +146.0% |
| All | +773.4% | +865.0% | -91.6% | +82.5% |
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