+64.0%
XBI vs IR
-8.8%
+72.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -4.5% | -0.2% | -3.7% |
| 30D | -2.0% | -13.9% | +11.9% | +1.3% |
| 3M | +17.8% | -0.3% | +18.1% | +16.7% |
| 6M | +23.7% | -14.3% | +38.0% | +26.6% |
| YTD | +28.2% | -7.9% | +36.1% | +28.8% |
| 1Y | +64.0% | -9.9% | +73.9% | +66.9% |
| All | +64.0% | -8.8% | +72.8% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling