+128.7%
IVZ vs XHB
+36.1%
+92.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.0% |
| 7D | -2.4% | +1.3% | -3.8% | -3.3% |
| 30D | -11.2% | +7.8% | -19.0% | -15.9% |
| 3M | -14.0% | -5.5% | -8.5% | -10.9% |
| 6M | +0.5% | -2.6% | +3.0% | +0.9% |
| YTD | +5.4% | +0.4% | +5.1% | +3.1% |
| 1Y | +19.5% | -1.0% | +20.4% | +17.7% |
| 3Y | +128.7% | +37.3% | +91.4% | +47.6% |
| All | +128.7% | +36.1% | +92.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling