+25.0%
IWM vs XLC
-1.1%
+26.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -2.3% | +0.2% | -2.5% | -2.5% |
| 3M | +4.0% | +0.6% | +3.3% | +3.6% |
| 6M | +17.9% | -4.5% | +22.4% | +21.9% |
| YTD | +20.2% | -4.7% | +24.9% | +24.5% |
| 1Y | +25.0% | -1.7% | +26.6% | +24.8% |
| All | +25.0% | -1.1% | +26.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling