+65.1%
IVZ vs XHB
+37.5%
+27.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.3% |
| 7D | +0.6% | -1.3% | +1.9% | +1.7% |
| 30D | +4.0% | -6.9% | +10.9% | +9.9% |
| 3M | +18.2% | -1.3% | +19.4% | +18.0% |
| 6M | +32.8% | -6.8% | +39.6% | +38.4% |
| YTD | +28.7% | +0.7% | +28.0% | +25.4% |
| 1Y | +55.4% | -11.2% | +66.6% | +67.4% |
| 3Y | +135.2% | +25.3% | +109.9% | +81.0% |
| All | +65.1% | +37.5% | +27.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling