+19.2%
IWM vs XLP
+43.0%
-23.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.2% |
| 7D | -4.6% | +3.5% | -8.1% | -6.5% |
| 30D | -3.7% | +11.6% | -15.2% | -9.9% |
| 3M | -9.4% | +7.6% | -17.0% | -13.5% |
| 6M | -3.6% | +10.0% | -13.6% | -9.8% |
| YTD | +10.8% | +19.7% | -8.9% | -2.9% |
| 1Y | +11.9% | +23.5% | -11.6% | -4.3% |
| 3Y | +60.6% | +44.0% | +16.6% | +18.4% |
| 5Y | +19.2% | +42.7% | -23.5% | -11.0% |
| All | +19.2% | +43.0% | -23.8% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling