+418.4%
IWM vs XYL
+449.8%
-31.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.4% |
| 7D | +0.1% | -5.0% | +5.1% | +2.8% |
| 30D | -1.3% | -13.2% | +12.0% | +6.3% |
| 3M | +1.6% | -3.7% | +5.3% | +3.0% |
| 6M | +13.6% | -17.7% | +31.2% | +24.8% |
| YTD | +20.8% | -21.5% | +42.3% | +35.5% |
| 1Y | +26.4% | -24.5% | +50.9% | +44.8% |
| 3Y | +60.7% | +6.9% | +53.7% | +51.0% |
| 5Y | +38.2% | -18.1% | +56.3% | +45.9% |
| 10Y | +169.5% | +134.7% | +34.8% | +65.3% |
| All | +418.4% | +449.8% | -31.4% | +120.4% |
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 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