+171.7%
IWM vs XYL
+140.7%
+31.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | -1.1% | +0.8% | -2.0% | -1.7% |
| 30D | -3.1% | -10.8% | +7.7% | +3.2% |
| 3M | +2.2% | -2.5% | +4.8% | +2.9% |
| 6M | +15.1% | -12.2% | +27.3% | +22.6% |
| YTD | +18.6% | -20.1% | +38.6% | +32.6% |
| 1Y | +24.0% | -20.6% | +44.6% | +39.2% |
| 3Y | +63.7% | +17.3% | +46.4% | +44.5% |
| 5Y | +38.2% | -14.5% | +52.7% | +42.6% |
| 10Y | +171.7% | +150.2% | +21.5% | +52.8% |
| All | +171.7% | +140.7% | +31.0% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling