+69.2%
IWM vs XYL
+4.1%
+65.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | -2.0% | +5.9% | -7.9% | -4.4% |
| 30D | -1.5% | -3.9% | +2.5% | -1.0% |
| 3M | -8.0% | -18.7% | +10.7% | +0.2% |
| 6M | -4.1% | -16.9% | +12.8% | +2.7% |
| YTD | +11.9% | -27.4% | +39.3% | +27.9% |
| 1Y | +15.0% | -34.0% | +49.0% | +39.3% |
| All | +69.2% | +4.1% | +65.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling