+753.8%
IWM vs XLF
+403.4%
+350.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | +1.4% | +2.7% | -1.2% | -0.3% |
| 30D | +2.3% | +7.6% | -5.4% | -2.7% |
| 3M | -8.3% | +1.1% | -9.4% | -9.1% |
| 6M | -1.3% | +15.9% | -17.2% | -10.8% |
| YTD | +13.5% | +8.4% | +5.1% | +7.2% |
| 1Y | +18.4% | +12.5% | +5.9% | +9.1% |
| 3Y | +69.6% | +81.6% | -11.9% | +14.5% |
| 5Y | +23.3% | +59.3% | -36.0% | -8.8% |
| 10Y | +147.0% | +225.4% | -78.5% | +15.3% |
| All | +753.8% | +403.4% | +350.5% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling