+229.4%
IVZ vs XHB
+170.3%
+59.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.9% |
| 7D | +5.1% | -2.4% | +7.6% | +7.4% |
| 30D | -1.6% | +7.1% | -8.6% | -7.4% |
| 3M | -9.1% | -6.0% | -3.2% | -4.8% |
| 6M | +1.8% | +2.1% | -0.3% | -1.9% |
| YTD | +10.8% | -0.6% | +11.4% | +8.6% |
| 1Y | +19.1% | -3.3% | +22.4% | +19.1% |
| 3Y | +144.4% | +34.1% | +110.3% | +79.9% |
| 5Y | +33.6% | +28.6% | +5.0% | +1.2% |
| 10Y | +41.7% | +235.0% | -193.4% | -53.0% |
| All | +229.4% | +170.3% | +59.1% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling