+177.7%
XHB vs IBB
+731.5%
-553.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.8% |
| 7D | +1.3% | -1.8% | +3.1% | +2.6% |
| 30D | +7.8% | +5.1% | +2.7% | +3.4% |
| 3M | -5.5% | +10.7% | -16.2% | -13.3% |
| 6M | -2.6% | +22.9% | -25.5% | -17.8% |
| YTD | +0.4% | +26.7% | -26.3% | -17.7% |
| 1Y | -1.0% | +35.1% | -36.1% | -22.9% |
| 3Y | +37.3% | +80.2% | -42.9% | -15.1% |
| 5Y | +33.7% | +37.8% | -4.1% | +0.9% |
| 10Y | +256.9% | +161.2% | +95.7% | +50.5% |
| All | +177.7% | +731.5% | -553.8% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling