+20.0%
IWM vs XLB
+29.2%
-9.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.7% |
| 7D | -2.0% | -1.5% | -0.5% | -0.7% |
| 30D | -1.5% | +6.1% | -7.5% | -6.7% |
| 3M | -8.0% | 0.0% | -8.0% | -8.2% |
| 6M | -4.1% | 0.0% | -4.1% | -4.6% |
| YTD | +11.9% | +16.0% | -4.1% | -3.8% |
| 1Y | +15.0% | +24.7% | -9.7% | -7.9% |
| 3Y | +64.2% | +40.4% | +23.8% | +18.0% |
| All | +20.0% | +29.2% | -9.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling