+152.6%
XRT vs IBB
+139.6%
+12.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +1.9% |
| 7D | +2.5% | +2.7% | -0.2% | +0.7% |
| 30D | +10.3% | +6.3% | +4.0% | +5.9% |
| 3M | +2.4% | +11.1% | -8.7% | -4.9% |
| 6M | +10.0% | +29.2% | -19.2% | -8.1% |
| YTD | +9.5% | +30.2% | -20.7% | -9.3% |
| 1Y | +17.2% | +39.5% | -22.3% | -7.5% |
| 3Y | +62.0% | +92.3% | -30.4% | +2.3% |
| 5Y | -2.1% | +43.0% | -45.1% | -25.8% |
| 10Y | +152.6% | +137.1% | +15.5% | +39.8% |
| All | +152.6% | +139.6% | +12.9% | +39.8% |
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 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