+808.3%
IWM vs XLI
+857.1%
-48.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +0.1% | -1.1% | +1.1% | +1.1% |
| 30D | -1.3% | -5.9% | +4.7% | +4.7% |
| 3M | +1.6% | -0.3% | +1.9% | +1.5% |
| 6M | +13.6% | +0.1% | +13.4% | +12.9% |
| YTD | +20.8% | +13.6% | +7.2% | +6.3% |
| 1Y | +26.4% | +17.2% | +9.2% | +8.1% |
| 3Y | +60.7% | +68.2% | -7.5% | -1.8% |
| 5Y | +38.2% | +80.7% | -42.5% | -20.5% |
| 10Y | +169.5% | +253.3% | -83.8% | -18.2% |
| All | +808.3% | +857.1% | -48.8% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling