+906.3%
XBI vs IJR
+505.3%
+401.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | -4.6% | -2.2% | -2.5% | -2.9% |
| 30D | -2.0% | -4.6% | +2.6% | +2.0% |
| 3M | +17.8% | +0.2% | +17.6% | +17.4% |
| 6M | +23.7% | +14.7% | +9.0% | +10.2% |
| YTD | +28.2% | +18.9% | +9.4% | +10.6% |
| 1Y | +64.0% | +19.9% | +44.0% | +40.1% |
| 3Y | +99.4% | +53.0% | +46.4% | +38.0% |
| 5Y | +19.3% | +40.9% | -21.5% | -10.1% |
| 10Y | +158.7% | +171.1% | -12.4% | +11.4% |
| All | +906.3% | +505.3% | +401.0% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling