+155.4%
IWM vs XLE
+165.3%
-9.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | -6.7% | +7.0% | +3.5% |
| 30D | +0.6% | -4.4% | +5.0% | +2.4% |
| 3M | -6.2% | +4.0% | -10.2% | -8.5% |
| 6M | -0.8% | +13.2% | -13.9% | -7.7% |
| YTD | +14.8% | +41.9% | -27.1% | -5.5% |
| 1Y | +16.1% | +41.6% | -25.5% | -4.4% |
| 3Y | +71.5% | +64.0% | +7.6% | +30.1% |
| 5Y | +25.8% | +158.1% | -132.4% | -27.2% |
| 10Y | +155.4% | +163.9% | -8.5% | +36.0% |
| All | +155.4% | +165.3% | -9.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling