+23.2%
XBI vs FIX
+2,166.5%
-2,143.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.7% |
| 7D | -0.9% | +6.1% | -7.0% | -2.2% |
| 30D | +2.9% | -2.7% | +5.6% | +3.2% |
| 3M | +26.2% | -10.9% | +37.2% | +28.0% |
| 6M | +30.7% | +29.0% | +1.7% | +21.1% |
| YTD | +32.9% | +76.9% | -43.9% | +13.8% |
| 1Y | +72.3% | +130.7% | -58.5% | +36.9% |
| 3Y | +107.2% | +790.7% | -683.5% | 0.0% |
| 5Y | +23.2% | +2,185.6% | -2,162.4% | -63.4% |
| All | +23.2% | +2,166.5% | -2,143.3% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling