+707.4%
XBI vs MSCI
+3,191.3%
-2,483.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.9% |
| 7D | -1.1% | +3.0% | -4.1% | -2.2% |
| 30D | +2.6% | +17.8% | -15.2% | -3.7% |
| 3M | -4.0% | +15.2% | -19.2% | -9.3% |
| 6M | +10.9% | +16.5% | -5.6% | +3.3% |
| YTD | +23.6% | +16.4% | +7.2% | +14.1% |
| 1Y | +35.1% | +16.8% | +18.3% | +24.5% |
| 3Y | +125.2% | +35.8% | +89.4% | +90.7% |
| 5Y | +19.7% | +7.0% | +12.8% | +9.4% |
| 10Y | +130.6% | +818.6% | -688.0% | -3.9% |
| All | +707.4% | +3,191.3% | -2,483.9% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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