+723.7%
XBI vs LYB
+624.6%
+99.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -2.0% | +2.5% | -4.5% | -2.9% |
| 3M | +17.8% | +1.4% | +16.4% | +16.4% |
| 6M | +23.7% | -3.5% | +27.2% | +21.5% |
| YTD | +28.2% | +52.0% | -23.8% | +6.7% |
| 1Y | +64.0% | +22.1% | +41.9% | +46.0% |
| 3Y | +99.4% | -22.8% | +122.2% | +104.5% |
| 5Y | +19.3% | -3.4% | +22.7% | +10.7% |
| 10Y | +158.7% | +47.4% | +111.4% | +84.1% |
| All | +723.7% | +624.6% | +99.1% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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