+791.8%
IWM vs XLV
+770.1%
+21.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.1% |
| 7D | -1.1% | -3.7% | +2.5% | +2.3% |
| 30D | -3.1% | -1.1% | -2.0% | -2.3% |
| 3M | +2.2% | +8.2% | -6.0% | -5.8% |
| 6M | +15.1% | +8.9% | +6.2% | +5.1% |
| YTD | +18.6% | +8.5% | +10.0% | +8.5% |
| 1Y | +24.0% | +22.3% | +1.7% | +1.0% |
| 3Y | +63.7% | +32.6% | +31.1% | +22.9% |
| 5Y | +38.2% | +34.4% | +3.8% | +2.5% |
| 10Y | +171.7% | +175.4% | -3.7% | +1.4% |
| All | +791.8% | +770.1% | +21.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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