+741.9%
IWM vs XLB
+763.2%
-21.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | -2.0% | -1.5% | -0.5% | -0.9% |
| 30D | -1.5% | +6.1% | -7.5% | -6.0% |
| 3M | -8.0% | 0.0% | -8.0% | -8.2% |
| 6M | -4.1% | 0.0% | -4.1% | -4.5% |
| YTD | +11.9% | +16.0% | -4.1% | -1.2% |
| 1Y | +15.0% | +24.7% | -9.7% | -4.2% |
| 3Y | +64.2% | +40.4% | +23.8% | +25.4% |
| 5Y | +20.4% | +30.7% | -10.3% | -2.5% |
| 10Y | +168.0% | +173.3% | -5.3% | +23.7% |
| All | +741.9% | +763.2% | -21.3% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling