+741.9%
IWM vs XLE
+702.7%
+39.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -12.0% | +10.0% | +4.6% |
| 30D | -1.5% | -2.7% | +1.3% | -0.4% |
| 3M | -8.0% | +6.6% | -14.6% | -11.8% |
| 6M | -4.1% | +9.5% | -13.6% | -10.0% |
| YTD | +11.9% | +40.6% | -28.6% | -9.1% |
| 1Y | +15.0% | +43.6% | -28.6% | -7.8% |
| 3Y | +64.2% | +58.1% | +6.1% | +23.6% |
| 5Y | +20.4% | +152.2% | -131.8% | -32.7% |
| 10Y | +168.0% | +172.9% | -5.0% | +32.6% |
| All | +741.9% | +702.7% | +39.2% | +125.9% |
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 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