+910.8%
XBI vs IP
+157.5%
+753.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.1% |
| 7D | +3.2% | -3.0% | +6.2% | +4.2% |
| 30D | +2.0% | +10.6% | -8.6% | -1.3% |
| 3M | -0.3% | -13.6% | +13.3% | +4.2% |
| 6M | +16.6% | +10.4% | +6.2% | +11.6% |
| YTD | +28.8% | -6.5% | +35.3% | +28.0% |
| 1Y | +44.6% | -2.1% | +46.7% | +41.4% |
| 3Y | +137.1% | +22.0% | +115.1% | +106.0% |
| 5Y | +22.8% | -9.7% | +32.5% | +16.9% |
| 10Y | +149.4% | +26.8% | +122.6% | +100.0% |
| All | +910.8% | +157.5% | +753.3% | +527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling