+39.1%
IWM vs XLC
+38.0%
+1.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.7% |
| 30D | -1.3% | +1.0% | -2.3% | -2.1% |
| 3M | +1.6% | -0.7% | +2.3% | +1.7% |
| 6M | +13.6% | -5.1% | +18.7% | +17.6% |
| YTD | +20.8% | -4.3% | +25.0% | +24.1% |
| 1Y | +26.4% | -0.6% | +27.0% | +26.2% |
| 3Y | +60.7% | +72.7% | -12.0% | +6.6% |
| All | +39.1% | +38.0% | +1.2% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling