+195.5%
IWD vs XYL
+149.5%
+46.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -2.3% | -1.2% | -1.1% | -1.8% |
| 30D | -1.8% | -13.2% | +11.4% | +4.6% |
| 3M | +8.0% | -0.2% | +8.2% | +7.6% |
| 6M | +17.0% | -12.5% | +29.5% | +23.3% |
| YTD | +21.3% | -20.9% | +42.2% | +33.3% |
| 1Y | +27.9% | -21.6% | +49.5% | +41.1% |
| 3Y | +70.1% | +16.1% | +53.9% | +52.0% |
| 5Y | +74.2% | -15.6% | +89.8% | +77.6% |
| All | +195.5% | +149.5% | +46.0% | +85.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling