+38.2%
IWM vs XLU
+42.5%
-4.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.5% | -1.2% | -1.4% | -1.9% |
| 30D | -4.4% | -2.5% | -1.9% | -3.2% |
| 3M | +2.2% | -2.7% | +5.0% | +3.5% |
| 6M | +14.0% | -7.5% | +21.5% | +18.4% |
| YTD | +17.4% | +0.9% | +16.4% | +15.8% |
| 1Y | +22.9% | +3.3% | +19.7% | +19.7% |
| 3Y | +62.1% | +47.3% | +14.8% | +27.2% |
| 5Y | +38.2% | +44.4% | -6.3% | +9.2% |
| All | +38.2% | +42.5% | -4.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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