+808.3%
IWM vs XLB
+767.4%
+40.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.1% | -1.4% | +1.5% | +1.2% |
| 30D | -1.3% | -0.4% | -0.9% | -1.0% |
| 3M | +1.6% | +2.0% | -0.4% | -0.3% |
| 6M | +13.6% | +1.8% | +11.7% | +11.5% |
| YTD | +20.8% | +16.6% | +4.2% | +6.3% |
| 1Y | +26.4% | +16.9% | +9.5% | +11.0% |
| 3Y | +60.7% | +32.6% | +28.1% | +28.5% |
| 5Y | +38.2% | +35.6% | +2.5% | +8.8% |
| 10Y | +169.5% | +160.0% | +9.4% | +29.3% |
| All | +808.3% | +767.4% | +40.9% | +93.1% |
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