+64.0%
XBI vs COP
+52.6%
+11.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | +2.3% | -6.9% | -4.3% |
| 30D | -2.0% | +8.6% | -10.6% | -0.6% |
| 3M | +17.8% | +19.9% | -2.1% | +21.4% |
| 6M | +23.7% | +19.0% | +4.7% | +26.7% |
| YTD | +28.2% | +50.0% | -21.7% | +31.0% |
| 1Y | +64.0% | +50.5% | +13.4% | +66.7% |
| All | +64.0% | +52.6% | +11.3% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling