+125.2%
XBI vs IR
+25.2%
+100.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | +2.5% | -3.6% | -1.9% |
| 30D | +2.6% | +9.2% | -6.6% | -0.3% |
| 3M | -4.0% | +0.9% | -5.0% | -4.5% |
| 6M | +10.9% | +19.2% | -8.3% | +3.6% |
| YTD | +23.6% | +7.5% | +16.1% | +18.4% |
| 1Y | +35.1% | +11.7% | +23.4% | +27.4% |
| 3Y | +125.2% | +23.9% | +101.3% | +81.0% |
| All | +125.2% | +25.2% | +100.0% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling