+158.5%
XBI vs IP
+20.7%
+137.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +2.9% | -11.2% | +14.1% | +6.7% |
| 3M | +26.2% | +12.3% | +13.9% | +20.6% |
| 6M | +30.7% | -5.2% | +36.0% | +30.8% |
| YTD | +32.9% | -4.0% | +36.9% | +31.3% |
| 1Y | +72.3% | -19.2% | +91.5% | +79.2% |
| 3Y | +107.2% | +20.3% | +86.9% | +77.9% |
| 5Y | +23.2% | -17.5% | +40.6% | +20.2% |
| 10Y | +158.5% | +21.2% | +137.4% | +93.0% |
| All | +158.5% | +20.7% | +137.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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