+149.7%
XBI vs IJR
+172.1%
-22.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.9% |
| 7D | -4.6% | -2.2% | -2.5% | -2.8% |
| 30D | -2.0% | -4.6% | +2.6% | +2.1% |
| 3M | +17.8% | +0.2% | +17.6% | +17.4% |
| 6M | +23.7% | +14.7% | +9.0% | +9.7% |
| YTD | +28.2% | +18.9% | +9.4% | +10.0% |
| 1Y | +64.0% | +19.9% | +44.0% | +39.2% |
| 3Y | +99.4% | +53.0% | +46.4% | +35.4% |
| 5Y | +19.3% | +40.9% | -21.5% | -11.8% |
| All | +149.7% | +172.1% | -22.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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