+202.2%
IWD vs XHB
+207.5%
-5.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -0.8% | -9.1% | +8.3% | +3.7% |
| 3M | +8.0% | -2.3% | +10.4% | +8.5% |
| 6M | +18.2% | -4.1% | +22.3% | +19.3% |
| YTD | +22.3% | -1.7% | +24.0% | +21.5% |
| 1Y | +28.9% | -15.1% | +44.0% | +37.3% |
| 3Y | +71.5% | +26.8% | +44.7% | +43.6% |
| 5Y | +73.6% | +37.3% | +36.3% | +35.5% |
| All | +202.2% | +207.5% | -5.3% | +42.5% |
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