+43.6%
IVZ vs XHB
+242.0%
-198.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +2.2% |
| 7D | +2.2% | +1.2% | +1.0% | +1.3% |
| 30D | -2.2% | +8.9% | -11.0% | -9.4% |
| 3M | -8.4% | -4.2% | -4.3% | -5.6% |
| 6M | +6.2% | +1.4% | +4.8% | +2.8% |
| YTD | +12.4% | +1.2% | +11.2% | +8.2% |
| 1Y | +26.0% | -1.3% | +27.3% | +23.6% |
| 3Y | +147.9% | +36.6% | +111.3% | +74.3% |
| 5Y | +38.8% | +34.3% | +4.5% | -2.2% |
| All | +43.6% | +242.0% | -198.3% | -57.3% |
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