+100.2%
XBI vs IAG
+796.9%
-696.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -4.6% | -4.1% | -0.5% | -4.1% |
| 30D | -0.8% | +10.6% | -11.4% | -2.2% |
| 3M | +21.8% | +35.4% | -13.6% | +16.4% |
| 6M | +23.2% | -9.5% | +32.7% | +23.0% |
| YTD | +28.7% | +21.8% | +6.9% | +23.7% |
| 1Y | +67.8% | +84.1% | -16.4% | +53.5% |
| All | +100.2% | +796.9% | -696.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling