+906.3%
XBI vs ITOT
+751.0%
+155.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.3% |
| 7D | -4.6% | -0.9% | -3.7% | -3.7% |
| 30D | -2.0% | -1.5% | -0.6% | -0.5% |
| 3M | +17.8% | +3.6% | +14.2% | +13.4% |
| 6M | +23.7% | +13.7% | +10.0% | +8.3% |
| YTD | +28.2% | +12.9% | +15.3% | +13.0% |
| 1Y | +64.0% | +17.2% | +46.8% | +39.0% |
| 3Y | +99.4% | +75.6% | +23.8% | +10.8% |
| 5Y | +19.3% | +75.5% | -56.1% | -32.2% |
| 10Y | +158.7% | +302.0% | -143.2% | -34.4% |
| All | +906.3% | +751.0% | +155.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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