+100.0%
IT vs XHB
+215.4%
-115.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +4.4% |
| 7D | -3.7% | -4.6% | +1.0% | -1.0% |
| 30D | +0.1% | -9.1% | +9.2% | +5.5% |
| 3M | +20.7% | -8.6% | +29.2% | +26.2% |
| 6M | +12.0% | -4.0% | +16.0% | +12.4% |
| YTD | -28.8% | -3.9% | -24.9% | -29.2% |
| 1Y | -25.5% | -16.5% | -9.0% | -19.8% |
| 3Y | -48.8% | +22.6% | -71.3% | -58.3% |
| 5Y | -42.7% | +33.9% | -76.7% | -56.7% |
| All | +100.0% | +215.4% | -115.4% | -13.9% |
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