-46.3%
IT vs XHB
+34.8%
-81.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -9.1% | -1.9% | -7.2% | -8.2% |
| 30D | -12.2% | -8.3% | -3.8% | -8.5% |
| 3M | +7.8% | -7.1% | +15.0% | +11.0% |
| 6M | +2.0% | -5.3% | +7.2% | +3.1% |
| YTD | -32.7% | -3.2% | -29.5% | -33.3% |
| 1Y | -31.1% | -13.9% | -17.2% | -27.4% |
| 3Y | -52.1% | +24.9% | -77.0% | -61.5% |
| 5Y | -46.3% | +34.5% | -80.8% | -56.8% |
| All | -46.3% | +34.8% | -81.1% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling