+168.8%
XLB vs IWD
+205.2%
-36.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.0% |
| 30D | +7.2% | +3.6% | +3.6% | +3.3% |
| 3M | 0.0% | +2.7% | -2.6% | -2.7% |
| 6M | +2.3% | +13.2% | -10.9% | -10.3% |
| YTD | +18.4% | +26.8% | -8.3% | -7.9% |
| 1Y | +23.3% | +29.3% | -5.9% | -6.1% |
| 3Y | +45.2% | +85.1% | -40.0% | -24.4% |
| 5Y | +31.0% | +74.2% | -43.3% | -26.9% |
| 10Y | +168.8% | +204.6% | -35.8% | -14.8% |
| All | +168.8% | +205.2% | -36.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling