+850.6%
IWF vs XYL
+389.9%
+460.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.8% | -3.7% | +6.5% | +4.4% |
| 30D | -7.5% | -8.3% | +0.8% | -5.3% |
| 3M | -8.5% | -21.4% | +12.9% | 0.0% |
| 6M | -7.4% | -12.9% | +5.5% | -3.8% |
| YTD | -2.6% | -30.1% | +27.4% | +10.6% |
| 1Y | -1.8% | -35.2% | +33.3% | +15.3% |
| 3Y | +65.5% | -0.8% | +66.2% | +59.0% |
| 5Y | +55.8% | -23.2% | +79.1% | +63.6% |
| 10Y | +384.9% | +101.2% | +283.6% | +236.0% |
| All | +850.6% | +389.9% | +460.7% | +384.2% |
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 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