-1.3%
IWM vs XLK
-3.7%
+2.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | +1.4% | +3.4% | -1.9% | +0.1% |
| 30D | +2.3% | -10.6% | +12.9% | +6.3% |
| 3M | -8.3% | -10.6% | +2.3% | -4.7% |
| 6M | -1.3% | -3.5% | +2.2% | -1.4% |
| All | -1.3% | -3.7% | +2.4% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling