+405.5%
IWM vs XHB
+170.3%
+235.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | +2.8% | -2.4% | +5.2% | +4.3% |
| 30D | +0.6% | +7.1% | -6.4% | -3.8% |
| 3M | -7.8% | -6.0% | -1.8% | -4.7% |
| 6M | -1.0% | +2.1% | -3.0% | -3.3% |
| YTD | +13.9% | -0.6% | +14.5% | +12.1% |
| 1Y | +15.4% | -3.3% | +18.7% | +15.4% |
| 3Y | +70.2% | +34.1% | +36.1% | +37.1% |
| 5Y | +23.7% | +28.6% | -4.9% | +0.7% |
| 10Y | +147.8% | +235.0% | -87.3% | +11.5% |
| All | +405.5% | +170.3% | +235.2% | +92.2% |
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