+493.2%
IWD vs XYL
+449.8%
+43.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.2% |
| 7D | -0.3% | -5.0% | +4.8% | +1.9% |
| 30D | +0.6% | -13.2% | +13.8% | +6.8% |
| 3M | +7.2% | -3.7% | +10.9% | +8.5% |
| 6M | +16.2% | -17.7% | +33.9% | +25.5% |
| YTD | +23.3% | -21.5% | +44.9% | +35.4% |
| 1Y | +29.6% | -24.5% | +54.1% | +44.5% |
| 3Y | +70.5% | +6.9% | +63.5% | +60.1% |
| 5Y | +73.5% | -18.1% | +91.5% | +79.0% |
| 10Y | +198.3% | +134.7% | +63.6% | +92.8% |
| All | +493.2% | +449.8% | +43.4% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling