+907.0%
XBI vs FIX
+13,553.4%
-12,646.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.6% |
| 7D | -1.8% | +6.4% | -8.2% | -3.6% |
| 30D | +3.2% | -29.1% | +32.3% | +12.1% |
| 3M | -1.1% | -31.1% | +30.0% | +7.4% |
| 6M | +16.1% | -42.8% | +58.9% | +31.2% |
| YTD | +28.3% | +24.6% | +3.7% | +14.4% |
| 1Y | +37.7% | +21.9% | +15.7% | +23.1% |
| 3Y | +134.9% | +524.9% | -390.0% | +18.2% |
| 5Y | +24.5% | +1,092.2% | -1,067.7% | -50.1% |
| 10Y | +139.4% | +3,759.0% | -3,619.6% | -38.7% |
| All | +907.0% | +13,553.4% | -12,646.4% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling