+204.6%
IWD vs XYL
+104.0%
+100.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | -0.6% | -5.9% | +5.3% | +2.1% |
| 30D | +3.6% | -7.3% | +10.9% | +6.0% |
| 3M | +2.7% | -22.5% | +25.2% | +13.7% |
| 6M | +13.2% | -14.4% | +27.6% | +19.3% |
| YTD | +26.8% | -29.4% | +56.1% | +44.9% |
| 1Y | +29.3% | -35.6% | +64.9% | +54.3% |
| 3Y | +85.1% | +0.3% | +84.9% | +75.2% |
| 5Y | +74.2% | -22.3% | +96.6% | +82.3% |
| 10Y | +204.6% | +103.2% | +101.4% | +106.3% |
| All | +204.6% | +104.0% | +100.6% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling