+474.0%
IWD vs XHB
+173.9%
+300.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -0.3% | -1.3% | +1.0% | +0.3% |
| 30D | +0.6% | -6.9% | +7.5% | +3.9% |
| 3M | +7.2% | -1.3% | +8.5% | +7.2% |
| 6M | +16.2% | -6.8% | +23.0% | +18.9% |
| YTD | +23.3% | +0.7% | +22.6% | +21.2% |
| 1Y | +29.6% | -11.2% | +40.8% | +34.9% |
| 3Y | +70.5% | +25.3% | +45.1% | +46.1% |
| 5Y | +73.5% | +37.3% | +36.2% | +38.8% |
| 10Y | +198.3% | +211.5% | -13.2% | +54.5% |
| All | +474.0% | +173.9% | +300.1% | +127.0% |
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