+862.8%
XEL vs IWF
+713.0%
+149.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | -2.9% | -1.8% | -1.1% | -2.2% |
| 3M | -2.7% | +1.5% | -4.2% | -3.6% |
| 6M | -6.5% | +7.7% | -14.2% | -10.0% |
| YTD | +3.6% | +2.7% | +0.9% | +1.6% |
| 1Y | +7.5% | +6.8% | +0.7% | +3.4% |
| 3Y | +46.3% | +76.9% | -30.5% | +9.6% |
| 5Y | +30.5% | +73.4% | -42.9% | -3.8% |
| 10Y | +151.4% | +416.4% | -265.0% | +7.3% |
| All | +862.8% | +713.0% | +149.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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