+487.5%
IWD vs XHB
+170.3%
+317.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | +3.2% | +7.1% | -3.8% | -0.3% |
| 3M | +2.3% | -6.0% | +8.3% | +4.9% |
| 6M | +12.9% | +2.1% | +10.9% | +10.7% |
| YTD | +26.2% | -0.6% | +26.8% | +24.4% |
| 1Y | +28.3% | -3.3% | +31.6% | +27.9% |
| 3Y | +84.4% | +34.1% | +50.3% | +52.6% |
| 5Y | +73.0% | +28.6% | +44.4% | +42.6% |
| 10Y | +203.3% | +235.0% | -31.7% | +51.4% |
| All | +487.5% | +170.3% | +317.3% | +133.0% |
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