+143.5%
IWM vs XLP
+139.1%
+4.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.4% |
| 7D | +1.4% | +2.5% | -1.1% | -0.5% |
| 30D | +2.3% | +7.3% | -5.0% | -3.3% |
| 3M | -8.3% | +8.1% | -16.4% | -14.0% |
| 6M | -1.3% | +10.5% | -11.8% | -9.7% |
| YTD | +13.5% | +21.2% | -7.7% | -4.3% |
| 1Y | +18.4% | +22.7% | -4.3% | -1.4% |
| 3Y | +69.6% | +44.8% | +24.8% | +20.5% |
| 5Y | +23.3% | +44.7% | -21.5% | -12.7% |
| All | +143.5% | +139.1% | +4.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling