+166.4%
IWM vs XLF
+254.4%
-88.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.2% |
| 30D | -4.6% | -1.2% | -3.4% | -3.7% |
| 3M | -0.3% | +9.2% | -9.5% | -7.6% |
| 6M | +14.7% | +16.3% | -1.6% | +0.7% |
| YTD | +17.8% | +5.4% | +12.4% | +12.2% |
| 1Y | +21.2% | +7.6% | +13.6% | +13.5% |
| 3Y | +62.3% | +74.2% | -11.9% | +2.0% |
| 5Y | +38.7% | +66.1% | -27.4% | -9.4% |
| All | +166.4% | +254.4% | -88.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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