+48.4%
XBI vs IRE
-82.8%
+131.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.2% | -11.4% | -1.5% |
| 7D | -0.9% | +58.9% | -59.8% | -2.7% |
| 30D | +2.9% | +17.2% | -14.3% | +1.8% |
| 3M | +26.2% | -58.6% | +84.8% | +27.9% |
| 6M | +30.7% | -23.5% | +54.2% | +26.6% |
| YTD | +32.9% | -47.4% | +80.4% | +28.2% |
| All | +48.4% | -82.8% | +131.3% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling