+151.9%
IWM vs XLP
+137.2%
+14.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | -0.3% | -0.5% | +0.2% | +0.1% |
| 30D | +1.9% | +8.3% | -6.5% | -4.5% |
| 3M | -5.7% | +8.7% | -14.4% | -12.0% |
| 6M | -0.3% | +11.2% | -11.5% | -9.3% |
| YTD | +15.8% | +20.0% | -4.2% | -1.7% |
| 1Y | +17.1% | +21.3% | -4.3% | -1.6% |
| 3Y | +73.1% | +43.8% | +29.2% | +23.5% |
| 5Y | +25.9% | +43.3% | -17.5% | -10.2% |
| 10Y | +151.9% | +136.8% | +15.2% | +29.4% |
| All | +151.9% | +137.2% | +14.7% | +29.4% |
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