+309.6%
IVV vs XHB
+271.6%
+38.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.6% |
| 7D | +0.1% | +1.3% | -1.2% | -0.6% |
| 30D | -3.3% | +11.8% | -15.1% | -8.6% |
| 3M | -2.4% | -3.8% | +1.5% | -1.0% |
| 6M | +2.6% | +4.1% | -1.5% | -0.5% |
| YTD | +11.3% | +4.0% | +7.3% | +7.1% |
| 1Y | +13.4% | +1.6% | +11.9% | +10.2% |
| 3Y | +80.3% | +43.2% | +37.1% | +40.5% |
| 5Y | +72.7% | +35.8% | +36.9% | +35.1% |
| 10Y | +309.6% | +259.3% | +50.4% | +87.4% |
| All | +309.6% | +271.6% | +38.1% | +87.4% |
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