+180.9%
XME vs IBB
+880.2%
-699.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.3% |
| 7D | +0.9% | +2.7% | -1.8% | -1.1% |
| 30D | -7.3% | +6.3% | -13.6% | -11.8% |
| 3M | -14.8% | +11.1% | -25.8% | -21.9% |
| 6M | -18.4% | +29.2% | -47.6% | -33.9% |
| YTD | -4.7% | +30.2% | -34.9% | -23.3% |
| 1Y | +5.7% | +39.5% | -33.8% | -19.4% |
| 3Y | +104.0% | +92.3% | +11.6% | +18.7% |
| 5Y | +122.4% | +43.0% | +79.5% | +61.1% |
| 10Y | +285.4% | +137.1% | +148.2% | +70.8% |
| All | +180.9% | +880.2% | -699.3% | -82.9% |
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