+40.0%
IWM vs XLI
+83.4%
-43.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.4% |
| 30D | -2.3% | -5.8% | +3.5% | +4.1% |
| 3M | +4.0% | +0.7% | +3.3% | +2.6% |
| 6M | +17.9% | +3.2% | +14.8% | +13.1% |
| YTD | +20.2% | +13.0% | +7.2% | +3.9% |
| 1Y | +25.0% | +16.8% | +8.2% | +4.2% |
| 3Y | +66.0% | +72.4% | -6.4% | -10.1% |
| 5Y | +40.0% | +82.8% | -42.7% | -28.3% |
| All | +40.0% | +83.4% | -43.3% | -28.3% |
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