+143.5%
IWM vs XYL
+100.4%
+43.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -3.7% | +5.1% | +3.5% |
| 30D | +2.3% | -8.3% | +10.6% | +5.6% |
| 3M | -8.3% | -21.4% | +13.1% | +2.9% |
| 6M | -1.3% | -12.9% | +11.6% | +3.9% |
| YTD | +13.5% | -30.1% | +43.6% | +34.3% |
| 1Y | +18.4% | -35.2% | +53.6% | +46.3% |
| 3Y | +69.6% | -0.8% | +70.4% | +61.8% |
| 5Y | +23.3% | -23.2% | +46.5% | +33.0% |
| All | +143.5% | +100.4% | +43.1% | +54.8% |
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