+808.3%
IWM vs XLE
+729.5%
+78.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +0.1% | +2.2% | -2.1% | -1.1% |
| 30D | -1.3% | +11.8% | -13.0% | -7.1% |
| 3M | +1.6% | +9.8% | -8.2% | -4.0% |
| 6M | +13.6% | +15.6% | -2.0% | +3.5% |
| YTD | +20.8% | +45.3% | -24.5% | -3.1% |
| 1Y | +26.4% | +48.3% | -21.9% | 0.0% |
| 3Y | +60.7% | +55.4% | +5.2% | +22.5% |
| 5Y | +38.2% | +216.1% | -177.9% | -31.6% |
| 10Y | +169.5% | +178.4% | -8.9% | +32.6% |
| All | +808.3% | +729.5% | +78.7% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling