+71.5%
IWD vs XYL
+18.1%
+53.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.8% |
| 7D | -0.2% | +1.8% | -2.0% | -0.8% |
| 30D | -0.8% | -9.2% | +8.4% | +2.5% |
| 3M | +8.0% | -0.3% | +8.3% | +7.7% |
| 6M | +18.2% | -11.0% | +29.1% | +22.3% |
| YTD | +22.3% | -19.2% | +41.5% | +30.6% |
| 1Y | +28.9% | -21.2% | +50.1% | +38.7% |
| 3Y | +71.5% | +18.6% | +52.9% | +53.2% |
| All | +71.5% | +18.1% | +53.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling