+436.0%
IWM vs XHB
+173.9%
+262.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.9% |
| 30D | -1.3% | -6.9% | +5.6% | +3.0% |
| 3M | +1.6% | -1.3% | +2.9% | +1.7% |
| 6M | +13.6% | -6.8% | +20.3% | +17.3% |
| YTD | +20.8% | +0.7% | +20.0% | +18.4% |
| 1Y | +26.4% | -11.2% | +37.7% | +33.6% |
| 3Y | +60.7% | +25.3% | +35.4% | +35.3% |
| 5Y | +38.2% | +37.3% | +0.9% | +8.6% |
| 10Y | +169.5% | +211.5% | -42.0% | +27.0% |
| All | +436.0% | +173.9% | +262.1% | +103.0% |
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 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