+12.2%
IOT vs XYL
-23.4%
+35.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.8% | +4.0% |
| 7D | -2.3% | -5.0% | +2.7% | -1.7% |
| 30D | +3.8% | -13.2% | +17.0% | +5.5% |
| 3M | +14.2% | -3.7% | +17.9% | +16.5% |
| 6M | +40.1% | -17.7% | +57.8% | +44.3% |
| YTD | +13.4% | -21.5% | +34.9% | +18.7% |
| 1Y | +12.2% | -24.5% | +36.7% | +23.6% |
| All | +12.2% | -23.4% | +35.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling