+753.8%
IWM vs XLI
+824.1%
-70.3%
-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% | 0.0% |
| 7D | +1.4% | +3.8% | -2.3% | -2.1% |
| 30D | +2.3% | +1.0% | +1.2% | +1.2% |
| 3M | -8.3% | -8.9% | +0.6% | +0.1% |
| 6M | -1.3% | -2.3% | +1.0% | +0.4% |
| YTD | +13.5% | +9.7% | +3.8% | +3.2% |
| 1Y | +18.4% | +12.3% | +6.1% | +5.2% |
| 3Y | +69.6% | +71.5% | -1.8% | +1.6% |
| 5Y | +23.3% | +70.2% | -46.9% | -25.0% |
| 10Y | +147.0% | +227.5% | -80.5% | -19.6% |
| All | +753.8% | +824.1% | -70.3% | +7.7% |
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