+20.8%
XBI vs ROIV
+319.8%
-299.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.6% | +22.3% | -25.9% | -8.7% |
| 30D | +0.9% | +16.9% | -16.0% | -3.4% |
| 3M | +21.4% | +43.9% | -22.5% | +10.5% |
| 6M | +25.5% | +41.6% | -16.1% | +14.6% |
| YTD | +30.8% | +92.7% | -61.8% | +10.6% |
| 1Y | +68.6% | +210.2% | -141.6% | +27.2% |
| 3Y | +103.9% | +231.8% | -127.9% | +48.9% |
| 5Y | +20.8% | +319.8% | -299.0% | -27.5% |
| All | +20.8% | +319.8% | -299.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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