+910.8%
XBI vs FIX
+12,984.5%
-12,073.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +0.5% |
| 7D | +3.2% | -7.2% | +10.4% | +4.6% |
| 30D | +2.0% | -35.1% | +37.2% | +13.5% |
| 3M | -0.3% | -34.3% | +34.0% | +9.7% |
| 6M | +16.6% | -42.9% | +59.5% | +31.7% |
| YTD | +28.8% | +19.5% | +9.4% | +16.3% |
| 1Y | +44.6% | +16.8% | +27.8% | +30.8% |
| 3Y | +137.1% | +506.7% | -369.6% | +20.2% |
| 5Y | +22.8% | +1,046.7% | -1,023.9% | -50.3% |
| 10Y | +149.4% | +3,800.0% | -3,650.5% | -36.4% |
| All | +910.8% | +12,984.5% | -12,073.8% | +51.5% |
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