+20.2%
XBI vs CI
+48.8%
-28.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +3.0% | +4.9% | -1.9% | +2.2% |
| 3M | -5.1% | +7.4% | -12.5% | -6.2% |
| 6M | +12.2% | +0.4% | +11.8% | +11.8% |
| YTD | +24.1% | +9.5% | +14.7% | +21.8% |
| 1Y | +33.1% | +12.0% | +21.1% | +30.1% |
| 3Y | +127.3% | +7.1% | +120.2% | +119.0% |
| 5Y | +20.2% | +49.3% | -29.1% | +2.8% |
| All | +20.2% | +48.8% | -28.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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