+18.9%
IWM vs XYL
-30.7%
+49.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +0.5% |
| 7D | +1.0% | +14.5% | -13.6% | -1.9% |
| 30D | +0.2% | -1.3% | +1.6% | -0.3% |
| 3M | -5.6% | -17.0% | +11.4% | -0.7% |
| 6M | +2.7% | -11.3% | +14.0% | +4.8% |
| YTD | +16.2% | -25.0% | +41.1% | +22.9% |
| 1Y | +18.9% | -31.5% | +50.5% | +36.5% |
| All | +18.9% | -30.7% | +49.6% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling