+107.2%
XBI vs ALLY
+69.8%
+37.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | 0.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +2.9% | -3.3% | +6.2% | +4.0% |
| 3M | +26.2% | +0.5% | +25.8% | +25.6% |
| 6M | +30.7% | +12.6% | +18.1% | +24.7% |
| YTD | +32.9% | -4.7% | +37.6% | +34.0% |
| 1Y | +72.3% | +5.2% | +67.0% | +66.8% |
| 3Y | +107.2% | +66.5% | +40.7% | +62.5% |
| All | +107.2% | +69.8% | +37.4% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling