+149.7%
XBI vs IAG
+427.6%
-277.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.6% | -1.1% | -3.6% | -4.6% |
| 30D | -2.0% | +12.1% | -14.1% | -3.2% |
| 3M | +17.8% | +25.5% | -7.7% | +14.9% |
| 6M | +23.7% | -7.1% | +30.8% | +23.6% |
| YTD | +28.2% | +22.9% | +5.4% | +24.4% |
| 1Y | +64.0% | +83.3% | -19.4% | +53.2% |
| 3Y | +99.4% | +808.5% | -709.1% | +58.3% |
| 5Y | +19.3% | +838.0% | -818.6% | -7.8% |
| All | +149.7% | +427.6% | -277.9% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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