+196.3%
IWD vs XYL
+152.1%
+44.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -1.6% | -10.8% | +9.2% | +3.5% |
| 3M | +7.0% | -2.5% | +9.6% | +7.7% |
| 6M | +17.0% | -12.2% | +29.1% | +23.1% |
| YTD | +21.6% | -20.1% | +41.7% | +33.1% |
| 1Y | +28.0% | -20.6% | +48.6% | +40.4% |
| 3Y | +70.6% | +17.3% | +53.2% | +51.8% |
| 5Y | +73.3% | -14.5% | +87.8% | +75.7% |
| All | +196.3% | +152.1% | +44.3% | +85.0% |
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