+205.7%
XHB vs IBB
+122.6%
+83.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.0% |
| 7D | +0.2% | -1.7% | +1.8% | +1.3% |
| 30D | -9.1% | +4.9% | -13.9% | -12.1% |
| 3M | -2.3% | +24.2% | -26.5% | -15.8% |
| 6M | -4.1% | +23.8% | -28.0% | -17.3% |
| YTD | -1.7% | +23.0% | -24.7% | -15.2% |
| 1Y | -15.1% | +46.2% | -61.3% | -34.9% |
| 3Y | +26.8% | +64.8% | -38.0% | -10.5% |
| 5Y | +37.3% | +20.9% | +16.4% | +15.9% |
| 10Y | +205.7% | +121.6% | +84.1% | +82.3% |
| All | +205.7% | +122.6% | +83.0% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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