+955.3%
XBI vs IP
+169.8%
+785.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | +0.9% | -5.3% | +6.1% | +2.6% |
| 30D | +7.1% | -10.9% | +17.9% | +10.9% |
| 3M | +22.9% | +11.2% | +11.7% | +17.7% |
| 6M | +29.7% | -10.2% | +39.9% | +32.0% |
| YTD | +34.5% | -2.0% | +36.5% | +31.9% |
| 1Y | +76.1% | -19.1% | +95.2% | +82.8% |
| 3Y | +103.2% | +20.9% | +82.3% | +77.5% |
| 5Y | +22.8% | -17.8% | +40.7% | +20.9% |
| 10Y | +176.3% | +23.5% | +152.8% | +123.8% |
| All | +955.3% | +169.8% | +785.5% | +546.7% |
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