+20.7%
IWM vs XYL
-21.6%
+42.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.1% |
| 7D | -2.0% | +5.9% | -7.9% | -4.9% |
| 30D | -1.5% | -3.9% | +2.5% | -0.8% |
| 3M | -8.0% | -18.7% | +10.7% | +0.8% |
| 6M | -4.1% | -16.9% | +12.8% | +3.3% |
| YTD | +11.9% | -27.4% | +39.3% | +28.9% |
| 1Y | +15.0% | -34.0% | +49.0% | +40.0% |
| 3Y | +64.2% | +5.6% | +58.6% | +50.4% |
| All | +20.7% | -21.6% | +42.4% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling