+19.8%
XBI vs CME
+76.3%
-56.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | -0.8% | +6.2% | -7.0% | -1.7% |
| 3M | +21.8% | +4.4% | +17.4% | +21.2% |
| 6M | +23.2% | -9.6% | +32.8% | +25.4% |
| YTD | +28.7% | +3.8% | +25.0% | +27.2% |
| 1Y | +67.8% | +9.5% | +58.2% | +63.7% |
| 3Y | +100.6% | +51.9% | +48.7% | +74.6% |
| 5Y | +19.8% | +78.7% | -58.9% | -2.5% |
| All | +19.8% | +76.3% | -56.4% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling