+782.8%
IWM vs XLY
+1,028.8%
-246.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -2.5% | -3.9% | +1.3% | +0.8% |
| 30D | -4.4% | -6.1% | +1.7% | +0.8% |
| 3M | +2.2% | -1.2% | +3.4% | +2.7% |
| 6M | +14.0% | -1.8% | +15.8% | +15.0% |
| YTD | +17.4% | -5.9% | +23.2% | +22.6% |
| 1Y | +22.9% | -3.1% | +26.0% | +25.0% |
| 3Y | +62.1% | +36.0% | +26.1% | +21.3% |
| 5Y | +38.2% | +27.6% | +10.6% | +6.4% |
| 10Y | +169.0% | +216.8% | -47.8% | -6.7% |
| All | +782.8% | +1,028.8% | -246.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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