+23.8%
IWM vs XLF
+58.8%
-35.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | +1.4% | +2.7% | -1.2% | -1.0% |
| 30D | +2.3% | +7.6% | -5.4% | -4.6% |
| 3M | -8.3% | +1.1% | -9.4% | -9.4% |
| 6M | -1.3% | +15.9% | -17.2% | -14.6% |
| YTD | +13.5% | +8.4% | +5.1% | +4.5% |
| 1Y | +18.4% | +12.5% | +5.9% | +5.2% |
| 3Y | +69.6% | +81.6% | -11.9% | -5.0% |
| All | +23.8% | +58.8% | -35.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling