+19.9%
XBI vs NI
+96.9%
-77.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.3% |
| 6M | +23.7% | -9.3% | +33.0% | +27.5% |
| YTD | +28.2% | +1.1% | +27.1% | +26.5% |
| 1Y | +64.0% | +3.4% | +60.6% | +60.2% |
| 3Y | +99.4% | +67.9% | +31.5% | +58.0% |
| All | +19.9% | +96.9% | -77.0% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling