+68.6%
XBI vs IP
-23.5%
+92.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.9% |
| 7D | -3.6% | -4.6% | +1.0% | -3.0% |
| 30D | +0.9% | -15.3% | +16.1% | +3.1% |
| 3M | +21.4% | +2.7% | +18.8% | +20.8% |
| 6M | +25.5% | -7.4% | +32.9% | +25.7% |
| YTD | +30.8% | -8.8% | +39.7% | +30.3% |
| 1Y | +68.6% | -22.4% | +91.0% | +70.4% |
| All | +68.6% | -23.5% | +92.1% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling