+149.7%
XBI vs ICE
+220.6%
-70.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -4.6% | -2.4% | -2.3% | -3.4% |
| 30D | -2.0% | +4.0% | -6.0% | -4.3% |
| 3M | +17.8% | +13.7% | +4.1% | +8.8% |
| 6M | +23.7% | +0.9% | +22.8% | +21.7% |
| YTD | +28.2% | -2.1% | +30.4% | +27.2% |
| 1Y | +64.0% | -9.5% | +73.5% | +70.0% |
| 3Y | +99.4% | +42.1% | +57.3% | +55.2% |
| 5Y | +19.3% | +41.4% | -22.0% | -8.5% |
| All | +149.7% | +220.6% | -70.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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