+753.8%
IWM vs XLK
+864.5%
-110.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.1% |
| 7D | +1.4% | +3.4% | -1.9% | -1.0% |
| 30D | +2.3% | -10.6% | +12.9% | +10.2% |
| 3M | -8.3% | -10.6% | +2.3% | -1.4% |
| 6M | -1.3% | -3.5% | +2.2% | -0.7% |
| YTD | +13.5% | +18.7% | -5.2% | -2.1% |
| 1Y | +18.4% | +19.4% | -1.0% | +1.5% |
| 3Y | +69.6% | +94.5% | -24.8% | -0.4% |
| 5Y | +23.3% | +111.2% | -87.9% | -33.0% |
| 10Y | +147.0% | +707.2% | -560.2% | -51.4% |
| All | +753.8% | +864.5% | -110.7% | +17.8% |
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