+38.2%
IWM vs XLK
+141.8%
-103.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -4.4% | -0.5% | -3.9% | -4.2% |
| 3M | +2.2% | +5.0% | -2.7% | -1.7% |
| 6M | +14.0% | +32.9% | -18.8% | -6.8% |
| YTD | +17.4% | +29.0% | -11.6% | -2.4% |
| 1Y | +22.9% | +37.8% | -14.9% | -2.4% |
| 3Y | +62.1% | +118.7% | -56.6% | -8.6% |
| 5Y | +38.2% | +145.6% | -107.4% | -29.2% |
| All | +38.2% | +141.8% | -103.6% | -29.2% |
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