+19.9%
XBI vs ICE
+40.4%
-20.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -4.6% | -2.4% | -2.3% | -3.5% |
| 30D | -2.0% | +4.0% | -6.0% | -4.1% |
| 3M | +17.8% | +13.7% | +4.1% | +9.4% |
| 6M | +23.7% | +0.9% | +22.8% | +22.2% |
| YTD | +28.2% | -2.1% | +30.4% | +27.6% |
| 1Y | +64.0% | -9.5% | +73.5% | +71.2% |
| 3Y | +99.4% | +42.1% | +57.3% | +50.2% |
| All | +19.9% | +40.4% | -20.5% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling