+29.6%
IWD vs XYL
-23.4%
+52.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.1% |
| 7D | -0.3% | -5.0% | +4.8% | +1.1% |
| 30D | +0.6% | -13.2% | +13.8% | +4.3% |
| 3M | +7.2% | -3.7% | +10.9% | +7.8% |
| 6M | +16.2% | -17.7% | +33.9% | +21.4% |
| YTD | +23.3% | -21.5% | +44.9% | +29.3% |
| 1Y | +29.6% | -24.5% | +54.1% | +37.6% |
| All | +29.6% | -23.4% | +52.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling