+926.8%
XBI vs IWF
+1,091.1%
-164.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -3.6% | +0.5% | -4.2% | -4.2% |
| 30D | +0.9% | -1.4% | +2.2% | +2.2% |
| 3M | +21.4% | +0.4% | +21.0% | +20.1% |
| 6M | +25.5% | +8.5% | +17.0% | +15.0% |
| YTD | +30.8% | +3.7% | +27.2% | +25.3% |
| 1Y | +68.6% | +8.5% | +60.1% | +53.8% |
| 3Y | +103.9% | +78.5% | +25.4% | +8.4% |
| 5Y | +20.8% | +73.6% | -52.9% | -33.7% |
| 10Y | +164.0% | +421.3% | -257.3% | -54.3% |
| All | +926.8% | +1,091.1% | -164.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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