+16.9%
IWM vs XLE
+41.9%
-25.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.3% |
| 7D | +1.2% | -7.9% | +9.1% | +0.1% |
| 30D | +1.3% | -4.8% | +6.1% | +0.6% |
| 3M | -6.1% | +8.4% | -14.4% | -5.0% |
| 6M | -0.1% | +12.7% | -12.8% | +1.1% |
| YTD | +15.5% | +41.3% | -25.7% | +9.2% |
| All | +16.9% | +41.9% | -25.0% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling