+99.4%
XBI vs CME
+53.1%
+46.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.3% |
| 7D | -4.6% | -1.6% | -3.1% | -4.8% |
| 30D | -2.0% | +5.6% | -7.6% | -1.4% |
| 3M | +17.8% | +5.6% | +12.2% | +19.0% |
| 6M | +23.7% | -8.3% | +32.0% | +23.5% |
| YTD | +28.2% | +4.3% | +23.9% | +29.2% |
| 1Y | +64.0% | +9.1% | +54.9% | +66.0% |
| 3Y | +99.4% | +52.1% | +47.3% | +103.5% |
| All | +99.4% | +53.1% | +46.3% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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