+134.3%
XBI vs IR
+282.2%
-147.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +2.9% | -13.6% | +16.5% | +8.4% |
| 3M | +26.2% | +3.7% | +22.5% | +23.6% |
| 6M | +30.7% | -13.1% | +43.8% | +36.2% |
| YTD | +32.9% | -5.1% | +38.1% | +33.3% |
| 1Y | +72.3% | -6.5% | +78.7% | +73.2% |
| 3Y | +107.2% | +8.5% | +98.7% | +92.4% |
| 5Y | +23.2% | +43.3% | -20.1% | +2.0% |
| All | +134.3% | +282.2% | -147.8% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling