+22.3%
XBI vs IR
+46.0%
-23.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | +2.5% | -3.6% | -2.1% |
| 30D | +2.6% | +9.2% | -6.6% | -1.3% |
| 3M | -4.0% | +0.9% | -5.0% | -4.7% |
| 6M | +10.9% | +19.2% | -8.3% | +1.4% |
| YTD | +23.6% | +7.5% | +16.1% | +16.7% |
| 1Y | +35.1% | +11.7% | +23.4% | +25.0% |
| 3Y | +125.2% | +23.9% | +101.3% | +85.2% |
| All | +22.3% | +46.0% | -23.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling