+166.3%
XME vs IBB
+853.7%
-687.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.0% |
| 7D | -4.5% | -1.8% | -2.6% | -3.1% |
| 30D | -10.9% | +5.1% | -15.9% | -14.4% |
| 3M | -15.3% | +10.7% | -26.0% | -22.1% |
| 6M | -24.6% | +22.9% | -47.5% | -36.5% |
| YTD | -9.6% | +26.7% | -36.3% | -25.7% |
| 1Y | +2.9% | +35.1% | -32.2% | -19.6% |
| 3Y | +86.9% | +80.2% | +6.7% | +14.4% |
| 5Y | +115.2% | +37.8% | +77.3% | +60.3% |
| 10Y | +305.7% | +161.2% | +144.5% | +64.4% |
| All | +166.3% | +853.7% | -687.4% | -83.5% |
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