+313.7%
IVV vs XHB
+204.2%
+109.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.6% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -1.0% | -9.1% | +8.1% | +3.6% |
| 3M | +3.9% | -2.3% | +6.2% | +4.4% |
| 6M | +14.5% | -4.1% | +18.6% | +15.6% |
| YTD | +12.9% | -1.7% | +14.6% | +12.0% |
| 1Y | +19.4% | -15.1% | +34.5% | +27.0% |
| 3Y | +78.8% | +26.8% | +52.0% | +48.6% |
| 5Y | +82.2% | +37.3% | +44.8% | +41.5% |
| 10Y | +313.7% | +205.7% | +108.0% | +102.2% |
| All | +313.7% | +204.2% | +109.4% | +102.2% |
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