+38.6%
XBI vs IOT
+54.1%
-15.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.6% | -4.5% | -0.1% | -3.8% |
| 30D | -2.0% | -2.4% | +0.4% | -1.8% |
| 3M | +17.8% | +19.0% | -1.2% | +12.5% |
| 6M | +23.7% | +19.6% | +4.1% | +16.7% |
| YTD | +28.2% | +8.3% | +20.0% | +22.3% |
| 1Y | +64.0% | -0.8% | +64.8% | +58.3% |
| 3Y | +99.4% | +24.4% | +75.0% | +69.9% |
| All | +38.6% | +54.1% | -15.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling