+50.5%
IVZ vs XHB
+271.6%
-221.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +3.6% |
| 7D | +4.1% | +1.3% | +2.8% | +3.0% |
| 30D | -2.0% | +11.8% | -13.8% | -11.3% |
| 3M | -7.8% | -3.8% | -4.0% | -5.2% |
| 6M | +6.3% | +4.1% | +2.2% | +0.7% |
| YTD | +12.6% | +4.0% | +8.6% | +5.9% |
| 1Y | +27.6% | +1.6% | +26.1% | +22.2% |
| 3Y | +154.0% | +43.2% | +110.9% | +71.2% |
| 5Y | +37.3% | +35.8% | +1.5% | -4.1% |
| 10Y | +50.5% | +259.3% | -208.7% | -57.5% |
| All | +50.5% | +271.6% | -221.0% | -57.5% |
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