+60.9%
IVZ vs XHB
+204.2%
-143.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +3.1% | -9.1% | +12.2% | +11.8% |
| 3M | +18.2% | -2.3% | +20.5% | +19.0% |
| 6M | +38.6% | -4.1% | +42.7% | +41.0% |
| YTD | +25.9% | -1.7% | +27.6% | +24.9% |
| 1Y | +51.7% | -15.1% | +66.8% | +70.6% |
| 3Y | +138.7% | +26.8% | +111.8% | +80.3% |
| 5Y | +62.8% | +37.3% | +25.4% | +12.5% |
| 10Y | +60.9% | +205.7% | -144.7% | -47.9% |
| All | +60.9% | +204.2% | -143.3% | -47.9% |
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