+64.0%
XBI vs IFF
+33.4%
+30.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -4.6% | -3.2% | -1.5% | -4.0% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | +17.8% | +8.4% | +9.3% | +15.3% |
| 6M | +23.7% | +23.0% | +0.7% | +17.9% |
| YTD | +28.2% | +25.5% | +2.8% | +21.4% |
| 1Y | +64.0% | +29.1% | +34.9% | +55.2% |
| All | +64.0% | +33.4% | +30.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling