+204.6%
IWD vs XHB
+241.7%
-37.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -4.1% | +3.5% | +1.4% |
| 30D | +3.6% | +9.6% | -6.0% | -1.1% |
| 3M | +2.7% | -6.0% | +8.7% | +5.3% |
| 6M | +13.2% | +2.2% | +11.0% | +10.8% |
| YTD | +26.8% | +1.1% | +25.6% | +23.7% |
| 1Y | +29.3% | -1.7% | +31.0% | +27.8% |
| 3Y | +85.1% | +36.5% | +48.7% | +49.0% |
| 5Y | +74.2% | +33.5% | +40.7% | +38.3% |
| 10Y | +204.6% | +240.9% | -36.3% | +39.8% |
| All | +204.6% | +241.7% | -37.2% | +39.8% |
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