+926.8%
XBI vs IAG
+141.1%
+785.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | -3.6% | +1.7% | -5.3% | -3.8% |
| 30D | +0.9% | +11.4% | -10.6% | -0.1% |
| 3M | +21.4% | +33.0% | -11.6% | +18.2% |
| 6M | +25.5% | -6.0% | +31.5% | +25.3% |
| YTD | +30.8% | +24.6% | +6.3% | +27.3% |
| 1Y | +68.6% | +105.0% | -36.4% | +57.2% |
| 3Y | +103.9% | +837.9% | -734.0% | +65.2% |
| 5Y | +20.8% | +817.0% | -796.2% | -4.4% |
| 10Y | +164.0% | +425.3% | -261.3% | +106.9% |
| All | +926.8% | +141.1% | +785.7% | +633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling