+237.8%
XME vs IBB
+846.0%
-608.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -0.1% | +1.4% | -1.5% | -1.2% |
| 30D | +6.0% | +10.5% | -4.5% | -2.1% |
| 3M | -7.7% | +23.6% | -31.4% | -22.2% |
| 6M | +1.0% | +22.6% | -21.7% | -14.5% |
| YTD | +14.6% | +25.7% | -11.0% | -4.8% |
| 1Y | +46.0% | +51.4% | -5.4% | +4.6% |
| 3Y | +127.0% | +64.4% | +62.6% | +50.0% |
| 5Y | +175.8% | +22.1% | +153.7% | +126.8% |
| 10Y | +414.6% | +132.5% | +282.2% | +131.0% |
| All | +237.8% | +846.0% | -608.3% | -78.8% |
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