+171.7%
IWM vs XHB
+202.9%
-31.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | +0.1% |
| 30D | -3.1% | -8.3% | +5.2% | +2.5% |
| 3M | +2.2% | -7.1% | +9.4% | +6.6% |
| 6M | +15.1% | -5.3% | +20.3% | +17.7% |
| YTD | +18.6% | -3.2% | +21.8% | +18.9% |
| 1Y | +24.0% | -13.9% | +37.8% | +34.4% |
| 3Y | +63.7% | +24.9% | +38.8% | +33.4% |
| 5Y | +38.2% | +34.5% | +3.7% | +4.8% |
| 10Y | +171.7% | +215.5% | -43.8% | +8.0% |
| All | +171.7% | +202.9% | -31.2% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling