+164.0%
XBI vs FIX
+5,928.8%
-5,764.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | -3.6% | +3.5% | -7.1% | -4.5% |
| 30D | +0.9% | -3.5% | +4.4% | +1.5% |
| 3M | +21.4% | -11.8% | +33.2% | +23.7% |
| 6M | +25.5% | +17.8% | +7.7% | +17.9% |
| YTD | +30.8% | +73.3% | -42.5% | +10.4% |
| 1Y | +68.6% | +128.1% | -59.5% | +30.6% |
| 3Y | +103.9% | +772.7% | -668.7% | -1.4% |
| 5Y | +20.8% | +2,166.4% | -2,145.7% | -57.8% |
| 10Y | +164.0% | +6,034.5% | -5,870.5% | -31.9% |
| All | +164.0% | +5,928.8% | -5,764.9% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling