+180.0%
XHB vs IBB
+745.3%
-565.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.8% |
| 7D | +1.2% | +0.8% | +0.4% | +0.6% |
| 30D | +8.9% | +5.2% | +3.7% | +4.5% |
| 3M | -4.2% | +8.6% | -12.7% | -10.7% |
| 6M | +1.4% | +27.8% | -26.5% | -17.0% |
| YTD | +1.2% | +28.8% | -27.6% | -18.0% |
| 1Y | -1.3% | +36.4% | -37.7% | -23.6% |
| 3Y | +36.6% | +89.3% | -52.8% | -18.6% |
| 5Y | +34.3% | +43.3% | -9.0% | -1.6% |
| 10Y | +241.1% | +130.6% | +110.4% | +60.7% |
| All | +180.0% | +745.3% | -565.2% | -75.4% |
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