+19.9%
XBI vs CBOE
+136.7%
-116.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -4.6% | -5.8% | +1.2% | -3.9% |
| 30D | -2.0% | -3.1% | +1.1% | -1.7% |
| 3M | +17.8% | -4.8% | +22.5% | +18.2% |
| 6M | +23.7% | -0.6% | +24.3% | +22.5% |
| YTD | +28.2% | +12.8% | +15.4% | +23.3% |
| 1Y | +64.0% | +19.8% | +44.2% | +55.4% |
| 3Y | +99.4% | +86.9% | +12.5% | +54.1% |
| All | +19.9% | +136.7% | -116.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling