+137.1%
XBI vs FIX
+503.8%
-366.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +1.6% |
| 7D | +3.2% | -7.2% | +10.4% | +3.9% |
| 30D | +2.0% | -35.1% | +37.2% | +8.4% |
| 3M | -0.3% | -34.3% | +34.0% | +5.3% |
| 6M | +16.6% | -42.9% | +59.5% | +25.2% |
| YTD | +28.8% | +19.5% | +9.4% | +21.2% |
| 1Y | +44.6% | +16.8% | +27.8% | +36.2% |
| 3Y | +137.1% | +506.7% | -369.6% | +41.6% |
| All | +137.1% | +503.8% | -366.7% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling