+397.0%
IWM vs XYL
+394.7%
+2.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.8% |
| 7D | -0.3% | -5.9% | +5.6% | +2.8% |
| 30D | +1.9% | -7.3% | +9.2% | +4.5% |
| 3M | -5.7% | -22.5% | +16.8% | +5.9% |
| 6M | -0.3% | -14.4% | +14.1% | +5.8% |
| YTD | +15.8% | -29.4% | +45.2% | +35.1% |
| 1Y | +17.1% | -35.6% | +52.7% | +43.5% |
| 3Y | +73.1% | +0.3% | +72.8% | +65.7% |
| 5Y | +25.9% | -22.3% | +48.2% | +34.8% |
| 10Y | +151.9% | +103.2% | +48.7% | +63.5% |
| All | +397.0% | +394.7% | +2.3% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling