+336.0%
IR vs XHB
+194.1%
+141.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.7% |
| 30D | +9.2% | +9.9% | -0.8% | +1.2% |
| 3M | +0.9% | -6.3% | +7.2% | +5.1% |
| 6M | +19.2% | +3.8% | +15.4% | +14.8% |
| YTD | +7.5% | +0.1% | +7.3% | +6.7% |
| 1Y | +11.7% | -0.8% | +12.5% | +11.7% |
| 3Y | +23.9% | +35.6% | -11.7% | -3.6% |
| 5Y | +46.4% | +29.6% | +16.8% | +15.7% |
| All | +336.0% | +194.1% | +141.9% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling