+149.7%
XBI vs IRM
+440.8%
-291.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.2% |
| 30D | -2.0% | -7.4% | +5.4% | +0.4% |
| 3M | +17.8% | -7.4% | +25.1% | +20.3% |
| 6M | +23.7% | +8.7% | +15.1% | +19.2% |
| YTD | +28.2% | +40.9% | -12.7% | +12.2% |
| 1Y | +64.0% | +20.5% | +43.5% | +50.9% |
| 3Y | +99.4% | +101.7% | -2.3% | +47.8% |
| 5Y | +19.3% | +197.7% | -178.3% | -23.3% |
| All | +149.7% | +440.8% | -291.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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