+18.9%
IWM vs XLK
+19.7%
-0.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -7.6% | +8.6% | +4.6% |
| 30D | +0.2% | -12.2% | +12.4% | +6.3% |
| 3M | -5.6% | -5.5% | -0.2% | -3.5% |
| 6M | +2.7% | +9.2% | -6.5% | -4.5% |
| YTD | +16.2% | +23.0% | -6.9% | -1.3% |
| 1Y | +18.9% | +20.7% | -1.8% | +2.4% |
| All | +18.9% | +19.7% | -0.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling