+55.4%
IOT vs XHB
+22.9%
+32.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.5% |
| 7D | -4.5% | -4.6% | +0.1% | -0.6% |
| 30D | -2.4% | -9.1% | +6.7% | +5.7% |
| 3M | +19.0% | -8.6% | +27.5% | +26.5% |
| 6M | +19.6% | -4.0% | +23.7% | +18.2% |
| YTD | +8.3% | -3.9% | +12.2% | +4.8% |
| 1Y | -0.8% | -16.5% | +15.7% | +10.9% |
| 3Y | +24.4% | +22.6% | +1.8% | -16.7% |
| All | +55.4% | +22.9% | +32.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling