+920.2%
IWF vs XYL
+449.8%
+470.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | +0.5% | -5.0% | +5.6% | +2.8% |
| 30D | -0.4% | -13.2% | +12.8% | +5.8% |
| 3M | -2.6% | -3.7% | +1.1% | -1.6% |
| 6M | +9.1% | -17.7% | +26.8% | +17.8% |
| YTD | +4.5% | -21.5% | +26.0% | +14.6% |
| 1Y | +10.1% | -24.5% | +34.6% | +22.7% |
| 3Y | +77.6% | +6.9% | +70.7% | +67.5% |
| 5Y | +73.7% | -18.1% | +91.8% | +79.6% |
| 10Y | +411.5% | +134.7% | +276.8% | +237.3% |
| All | +920.2% | +449.8% | +470.5% | +401.7% |
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