+150.7%
XBI vs IBB
+125.2%
+25.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | +0.1% |
| 7D | -4.6% | -5.2% | +0.6% | +2.0% |
| 30D | -0.8% | +1.5% | -2.2% | -2.7% |
| 3M | +21.8% | +22.1% | -0.3% | -5.5% |
| 6M | +23.2% | +17.7% | +5.5% | +0.4% |
| YTD | +28.7% | +20.2% | +8.6% | +2.2% |
| 1Y | +67.8% | +44.4% | +23.3% | +5.6% |
| 3Y | +100.6% | +61.1% | +39.6% | +11.2% |
| 5Y | +19.8% | +18.5% | +1.3% | +0.2% |
| All | +150.7% | +125.2% | +25.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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