+791.8%
IWM vs XLU
+663.7%
+128.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.6% |
| 7D | -1.1% | +0.6% | -1.8% | -1.6% |
| 30D | -3.1% | -0.4% | -2.7% | -2.9% |
| 3M | +2.2% | -1.7% | +4.0% | +3.1% |
| 6M | +15.1% | -7.1% | +22.2% | +20.1% |
| YTD | +18.6% | +1.9% | +16.6% | +16.2% |
| 1Y | +24.0% | +6.1% | +17.9% | +18.2% |
| 3Y | +63.7% | +48.8% | +15.0% | +23.3% |
| 5Y | +38.2% | +43.8% | -5.6% | +5.2% |
| 10Y | +171.7% | +143.2% | +28.5% | +39.1% |
| All | +791.8% | +663.7% | +128.1% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling