+103.5%
XBI vs COP
+21.4%
+82.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | +0.9% | +11.7% | -10.9% | -0.1% |
| 3M | +21.4% | +17.7% | +3.7% | +19.5% |
| 6M | +25.5% | +18.3% | +7.2% | +22.6% |
| YTD | +30.8% | +49.1% | -18.2% | +22.1% |
| 1Y | +68.6% | +53.3% | +15.3% | +56.0% |
| All | +103.5% | +21.4% | +82.0% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling