+63.3%
IWM vs XLK
+119.9%
-56.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.1% | +2.3% | -3.5% | -2.4% |
| 30D | -3.1% | +0.8% | -3.9% | -3.6% |
| 3M | +2.2% | +4.1% | -1.8% | -0.7% |
| 6M | +15.1% | +34.8% | -19.7% | -5.1% |
| YTD | +18.6% | +30.8% | -12.2% | -0.6% |
| 1Y | +24.0% | +42.4% | -18.4% | -1.4% |
| All | +63.3% | +119.9% | -56.5% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling