+906.3%
XBI vs ITW
+937.4%
-31.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -2.0% | -8.3% | +6.3% | +2.9% |
| 3M | +17.8% | +6.0% | +11.8% | +13.1% |
| 6M | +23.7% | 0.0% | +23.7% | +22.7% |
| YTD | +28.2% | +10.2% | +18.0% | +19.6% |
| 1Y | +64.0% | +3.2% | +60.7% | +58.4% |
| 3Y | +99.4% | +21.0% | +78.4% | +74.4% |
| 5Y | +19.3% | +37.9% | -18.6% | -4.4% |
| 10Y | +158.7% | +193.2% | -34.5% | +25.5% |
| All | +906.3% | +937.4% | -31.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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