+55.4%
IOT vs XYL
-5.0%
+60.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.5% |
| 7D | -4.5% | +1.2% | -5.7% | -5.4% |
| 30D | -2.4% | -11.9% | +9.5% | +7.3% |
| 3M | +19.0% | -1.5% | +20.5% | +19.7% |
| 6M | +19.6% | -11.9% | +31.5% | +28.9% |
| YTD | +8.3% | -20.6% | +28.8% | +25.9% |
| 1Y | -0.8% | -23.5% | +22.7% | +19.4% |
| 3Y | +24.4% | +14.9% | +9.6% | -2.6% |
| All | +55.4% | -5.0% | +60.4% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling