+776.5%
XBI vs CBOE
+1,003.5%
-227.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -4.6% | -3.7% | -0.9% | -3.6% |
| 30D | -0.8% | +2.0% | -2.8% | -1.6% |
| 3M | +21.8% | -4.2% | +26.1% | +22.1% |
| 6M | +23.2% | +1.2% | +22.0% | +20.4% |
| YTD | +28.7% | +15.4% | +13.4% | +20.4% |
| 1Y | +67.8% | +23.5% | +44.3% | +53.3% |
| 3Y | +100.6% | +93.2% | +7.5% | +53.0% |
| 5Y | +19.8% | +142.0% | -122.1% | -16.6% |
| 10Y | +159.7% | +379.2% | -219.4% | +31.3% |
| All | +776.5% | +1,003.5% | -227.0% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling