+1,021.5%
IWF vs XHB
+172.3%
+849.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | -7.5% | +9.9% | -17.5% | -11.7% |
| 3M | -8.5% | -6.3% | -2.2% | -6.3% |
| 6M | -7.4% | +3.8% | -11.3% | -9.9% |
| YTD | -2.6% | +0.1% | -2.8% | -4.4% |
| 1Y | -1.8% | -0.8% | -1.0% | -3.4% |
| 3Y | +65.5% | +35.6% | +29.9% | +37.6% |
| 5Y | +55.8% | +29.6% | +26.3% | +30.9% |
| 10Y | +384.9% | +237.5% | +147.3% | +161.3% |
| All | +1,021.5% | +172.3% | +849.2% | +408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling