+23.7%
IWM vs XLE
+167.0%
-143.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.2% |
| 7D | +2.8% | +4.4% | -1.6% | +1.2% |
| 30D | +0.6% | -4.3% | +4.9% | +1.9% |
| 3M | -7.8% | +6.0% | -13.8% | -10.2% |
| 6M | -1.0% | +13.2% | -14.2% | -6.4% |
| YTD | +13.9% | +46.7% | -32.9% | -4.5% |
| 1Y | +15.4% | +46.6% | -31.2% | -3.3% |
| 3Y | +70.2% | +69.6% | +0.7% | +33.3% |
| 5Y | +23.7% | +166.5% | -142.9% | -19.9% |
| All | +23.7% | +167.0% | -143.3% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling