+99.4%
XBI vs IFF
+29.0%
+70.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.6% | -3.2% | -1.5% | -3.8% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | +17.8% | +8.4% | +9.3% | +14.5% |
| 6M | +23.7% | +23.0% | +0.7% | +15.3% |
| YTD | +28.2% | +25.5% | +2.8% | +18.0% |
| 1Y | +64.0% | +29.1% | +34.9% | +49.0% |
| 3Y | +99.4% | +31.7% | +67.7% | +71.7% |
| All | +99.4% | +29.0% | +70.4% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling