+23.8%
IWM vs XLK
+110.4%
-86.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.9% |
| 7D | +1.4% | +3.4% | -1.9% | -0.7% |
| 30D | +2.3% | -10.6% | +12.9% | +9.3% |
| 3M | -8.3% | -10.6% | +2.3% | -2.2% |
| 6M | -1.3% | -3.5% | +2.2% | -0.8% |
| YTD | +13.5% | +18.7% | -5.2% | -1.1% |
| 1Y | +18.4% | +19.4% | -1.0% | +2.6% |
| 3Y | +69.6% | +94.5% | -24.8% | +2.7% |
| All | +23.8% | +110.4% | -86.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling