+149.7%
XBI vs NI
+143.3%
+6.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | 0.0% | -4.7% | -4.7% |
| 30D | -2.0% | -1.4% | -0.6% | -1.6% |
| 3M | +17.8% | -10.6% | +28.4% | +21.9% |
| 6M | +23.7% | -9.3% | +33.0% | +27.2% |
| YTD | +28.2% | +1.1% | +27.1% | +27.0% |
| 1Y | +64.0% | +3.4% | +60.6% | +61.1% |
| 3Y | +99.4% | +67.9% | +31.5% | +65.6% |
| 5Y | +19.3% | +98.0% | -78.6% | -6.6% |
| All | +149.7% | +143.3% | +6.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling