+906.3%
XBI vs IEF
+88.7%
+817.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | -4.6% | -1.3% | -3.3% | -5.5% |
| 30D | -2.0% | -1.7% | -0.3% | -3.1% |
| 3M | +17.8% | -2.5% | +20.3% | +15.8% |
| 6M | +23.7% | -3.3% | +27.0% | +20.8% |
| YTD | +28.2% | -2.8% | +31.1% | +25.6% |
| 1Y | +64.0% | -2.7% | +66.7% | +60.7% |
| 3Y | +99.4% | +8.9% | +90.5% | +110.9% |
| 5Y | +19.3% | -9.4% | +28.8% | +0.9% |
| 10Y | +158.7% | +3.7% | +155.1% | +164.8% |
| All | +906.3% | +88.7% | +817.5% | +1,645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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