+76.1%
XBI vs FIX
+128.3%
-52.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.6% |
| 7D | +0.9% | +6.0% | -5.2% | 0.0% |
| 30D | +7.1% | -7.2% | +14.3% | +8.1% |
| 3M | +22.9% | -15.9% | +38.7% | +25.1% |
| 6M | +29.7% | +12.7% | +17.0% | +25.2% |
| YTD | +34.5% | +72.8% | -38.3% | +23.5% |
| 1Y | +76.1% | +122.9% | -46.8% | +57.2% |
| All | +76.1% | +128.3% | -52.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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