+39.2%
XBI vs IOT
+54.4%
-15.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -0.8% | -4.7% | +3.9% | -0.1% |
| 3M | +21.8% | +17.8% | +4.1% | +16.6% |
| 6M | +23.2% | +16.8% | +6.3% | +16.8% |
| YTD | +28.7% | +8.4% | +20.3% | +22.7% |
| 1Y | +67.8% | -0.8% | +68.6% | +62.0% |
| 3Y | +100.6% | +25.7% | +74.9% | +70.5% |
| All | +39.2% | +54.4% | -15.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling