+75.1%
IWF vs XHB
+33.0%
+42.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -0.9% | -4.6% | +3.7% | +1.3% |
| 30D | -1.7% | -9.1% | +7.4% | +2.8% |
| 3M | +0.7% | -8.6% | +9.2% | +4.5% |
| 6M | +8.6% | -4.0% | +12.6% | +9.5% |
| YTD | +3.5% | -3.9% | +7.5% | +3.7% |
| 1Y | +7.0% | -16.5% | +23.5% | +14.9% |
| 3Y | +76.3% | +22.6% | +53.8% | +44.3% |
| All | +75.1% | +33.0% | +42.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling