+24.0%
IWM vs XYL
-21.6%
+45.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -1.1% | +0.8% | -2.0% | -1.5% |
| 30D | -3.1% | -10.8% | +7.7% | +0.9% |
| 3M | +2.2% | -2.5% | +4.8% | +2.1% |
| 6M | +15.1% | -12.2% | +27.3% | +19.5% |
| YTD | +18.6% | -20.1% | +38.6% | +25.6% |
| 1Y | +24.0% | -20.6% | +44.6% | +31.6% |
| All | +24.0% | -21.6% | +45.6% | +31.6% |
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