+126.0%
XBI vs IR
+271.1%
-145.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -4.5% | -0.2% | -3.0% |
| 30D | -2.0% | -13.9% | +11.9% | +3.4% |
| 3M | +17.8% | -0.3% | +18.1% | +17.1% |
| 6M | +23.7% | -14.3% | +38.0% | +29.6% |
| YTD | +28.2% | -7.9% | +36.1% | +30.0% |
| 1Y | +64.0% | -9.9% | +73.9% | +67.1% |
| 3Y | +99.4% | +6.5% | +92.9% | +86.4% |
| 5Y | +19.3% | +34.0% | -14.7% | +1.1% |
| All | +126.0% | +271.1% | -145.0% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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