+178.7%
XHB vs IBB
+724.8%
-546.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.6% |
| 7D | -1.3% | +1.4% | -2.7% | -2.4% |
| 30D | -6.9% | +10.5% | -17.4% | -14.0% |
| 3M | -1.3% | +23.6% | -24.9% | -16.5% |
| 6M | -6.8% | +22.6% | -29.4% | -20.9% |
| YTD | +0.7% | +25.7% | -24.9% | -16.5% |
| 1Y | -11.2% | +51.4% | -62.6% | -36.4% |
| 3Y | +25.3% | +64.4% | -39.0% | -16.3% |
| 5Y | +37.3% | +22.1% | +15.2% | +13.9% |
| 10Y | +211.5% | +132.5% | +79.1% | +44.8% |
| All | +178.7% | +724.8% | -546.1% | -74.9% |
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