+43.2%
XBI vs IRE
-85.1%
+128.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -4.6% | -4.5% | -0.1% | -4.5% |
| 30D | -2.0% | -7.8% | +5.8% | -2.1% |
| 3M | +17.8% | -60.0% | +77.8% | +19.7% |
| 6M | +23.7% | -48.3% | +72.0% | +21.5% |
| YTD | +28.2% | -54.5% | +82.7% | +24.4% |
| All | +43.2% | -85.1% | +128.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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