+277.0%
IR vs XHB
+184.3%
+92.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -0.9% |
| 7D | -1.9% | -1.9% | 0.0% | -0.5% |
| 30D | -15.0% | -8.3% | -6.7% | -9.5% |
| 3M | -0.4% | -7.1% | +6.7% | +5.0% |
| 6M | -15.0% | -5.3% | -9.8% | -11.6% |
| YTD | -7.1% | -3.2% | -3.9% | -4.7% |
| 1Y | -7.5% | -13.9% | +6.3% | +3.1% |
| 3Y | +6.3% | +24.9% | -18.6% | -11.6% |
| 5Y | +37.3% | +34.5% | +2.8% | +6.3% |
| All | +277.0% | +184.3% | +92.7% | +61.2% |
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