+808.3%
IWM vs XLP
+555.7%
+252.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.0% |
| 7D | +0.1% | -1.0% | +1.1% | +1.0% |
| 30D | -1.3% | -0.9% | -0.4% | -0.6% |
| 3M | +1.6% | +3.8% | -2.2% | -2.7% |
| 6M | +13.6% | -1.7% | +15.3% | +14.1% |
| YTD | +20.8% | +10.3% | +10.5% | +8.4% |
| 1Y | +26.4% | +7.8% | +18.6% | +15.6% |
| 3Y | +60.7% | +27.2% | +33.5% | +23.8% |
| 5Y | +38.2% | +32.5% | +5.7% | +1.7% |
| 10Y | +169.5% | +101.8% | +67.7% | +29.6% |
| All | +808.3% | +555.7% | +252.6% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling