+487.3%
IWD vs XHB
+182.7%
+304.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.3% |
| 7D | +1.3% | +1.3% | -0.1% | +0.6% |
| 30D | +3.6% | +11.8% | -8.2% | -2.0% |
| 3M | +2.3% | -3.8% | +6.2% | +3.8% |
| 6M | +13.0% | +4.1% | +8.9% | +9.8% |
| YTD | +26.2% | +4.0% | +22.2% | +21.8% |
| 1Y | +30.5% | +1.6% | +28.9% | +27.1% |
| 3Y | +86.2% | +43.2% | +43.0% | +49.4% |
| 5Y | +72.9% | +35.8% | +37.0% | +38.8% |
| 10Y | +205.0% | +259.3% | -54.2% | +47.4% |
| All | +487.3% | +182.7% | +304.6% | +128.1% |
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