+29.6%
IWD vs XYL
-35.2%
+64.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +3.6% | -5.7% | +9.3% | +4.1% |
| 3M | +2.0% | -19.8% | +21.8% | +6.7% |
| 6M | +13.1% | -14.2% | +27.2% | +15.7% |
| YTD | +26.2% | -28.1% | +54.3% | +33.0% |
| 1Y | +29.6% | -35.0% | +64.6% | +43.5% |
| All | +29.6% | -35.2% | +64.7% | +43.5% |
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