+808.3%
IWM vs XLK
+959.6%
-151.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.5% |
| 30D | -1.3% | +0.7% | -2.0% | -1.9% |
| 3M | +1.6% | -2.9% | +4.5% | +2.7% |
| 6M | +13.6% | +34.3% | -20.7% | -9.6% |
| YTD | +20.8% | +30.4% | -9.6% | -2.0% |
| 1Y | +26.4% | +43.4% | -16.9% | -4.5% |
| 3Y | +60.7% | +116.8% | -56.1% | -12.3% |
| 5Y | +38.2% | +144.0% | -105.8% | -31.9% |
| 10Y | +169.5% | +778.8% | -609.3% | -49.7% |
| All | +808.3% | +959.6% | -151.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling