+35.9%
IVZ vs XHB
+28.9%
+7.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.0% |
| 7D | +6.8% | -0.2% | +7.0% | +7.0% |
| 30D | +3.5% | +9.9% | -6.4% | -4.1% |
| 3M | -10.0% | -6.3% | -3.7% | -5.7% |
| 6M | +4.5% | +3.8% | +0.6% | -0.5% |
| YTD | +12.6% | +0.1% | +12.5% | +9.8% |
| 1Y | +24.4% | -0.8% | +25.2% | +21.9% |
| 3Y | +150.6% | +35.6% | +115.0% | +79.0% |
| All | +35.9% | +28.9% | +7.0% | -6.6% |
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 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