+144.3%
IWM vs XLB
+164.1%
-19.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -0.5% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +0.6% | +5.3% | -4.6% | -4.0% |
| 3M | -7.8% | 0.0% | -7.8% | -7.9% |
| 6M | -1.0% | +1.2% | -2.2% | -2.6% |
| YTD | +13.9% | +16.9% | -3.0% | -2.2% |
| 1Y | +15.4% | +20.9% | -5.5% | -3.9% |
| 3Y | +70.2% | +43.3% | +26.9% | +21.7% |
| 5Y | +23.7% | +28.3% | -4.6% | -2.5% |
| All | +144.3% | +164.1% | -19.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling