+127.1%
XRT vs IBB
+129.6%
-2.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +0.8% | +1.4% | -0.6% | -0.1% |
| 30D | -4.2% | +10.5% | -14.7% | -10.4% |
| 3M | +5.1% | +23.6% | -18.5% | -8.9% |
| 6M | +2.4% | +22.6% | -20.2% | -11.0% |
| YTD | +3.2% | +25.7% | -22.5% | -12.0% |
| 1Y | +1.5% | +51.4% | -49.9% | -23.6% |
| 3Y | +40.6% | +64.4% | -23.8% | -0.4% |
| 5Y | -1.0% | +22.1% | -23.1% | -17.2% |
| All | +127.1% | +129.6% | -2.5% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling