+161.6%
IWM vs XLP
+126.4%
+35.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +2.0% |
| 7D | -2.0% | +0.7% | -2.8% | -2.6% |
| 30D | -1.5% | +10.3% | -11.7% | -8.9% |
| 3M | -8.0% | +6.5% | -14.5% | -12.8% |
| 6M | -4.1% | +8.4% | -12.5% | -10.9% |
| YTD | +11.9% | +18.2% | -6.3% | -3.7% |
| 1Y | +15.0% | +22.4% | -7.4% | -4.0% |
| 3Y | +64.2% | +41.9% | +22.3% | +18.8% |
| 5Y | +20.4% | +40.9% | -20.5% | -12.6% |
| All | +161.6% | +126.4% | +35.1% | +41.7% |
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