+25.8%
IWM vs XLI
+70.0%
-44.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +0.3% | -1.5% | +1.8% | +1.9% |
| 30D | +0.6% | -0.3% | +0.9% | +0.8% |
| 3M | -6.2% | -8.4% | +2.1% | +2.7% |
| 6M | -0.8% | -2.1% | +1.3% | +0.7% |
| YTD | +14.8% | +9.6% | +5.1% | +2.3% |
| 1Y | +16.1% | +10.7% | +5.5% | +2.4% |
| 3Y | +71.5% | +71.6% | 0.0% | -7.1% |
| 5Y | +25.8% | +70.8% | -45.0% | -31.6% |
| All | +25.8% | +70.0% | -44.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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