+188.3%
ITW vs XHB
+215.4%
-27.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | -0.7% | -4.6% | +3.9% | +2.1% |
| 30D | -8.3% | -9.1% | +0.8% | -3.0% |
| 3M | +6.0% | -8.6% | +14.6% | +11.3% |
| 6M | 0.0% | -4.0% | +4.0% | +1.5% |
| YTD | +10.2% | -3.9% | +14.2% | +11.7% |
| 1Y | +3.2% | -16.5% | +19.7% | +13.6% |
| 3Y | +21.0% | +22.6% | -1.6% | +1.4% |
| 5Y | +37.9% | +33.9% | +4.0% | +6.6% |
| All | +188.3% | +215.4% | -27.1% | +22.2% |
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