+125.0%
XBI vs ALLY
+172.1%
-47.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | +3.0% | +2.0% | +1.0% | +2.2% |
| 3M | -5.1% | -13.3% | +8.2% | -0.6% |
| 6M | +12.2% | -9.9% | +22.0% | +15.6% |
| YTD | +24.1% | -13.5% | +37.7% | +29.2% |
| 1Y | +33.1% | -2.8% | +35.9% | +33.0% |
| 3Y | +127.3% | +63.4% | +63.8% | +85.2% |
| 5Y | +20.2% | -10.9% | +31.1% | +15.7% |
| All | +125.0% | +172.1% | -47.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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