+164.5%
XLB vs IWD
+195.0%
-30.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -2.9% | -1.2% | -1.8% | -1.7% |
| 30D | -3.4% | -1.6% | -1.7% | -1.6% |
| 3M | +1.6% | +7.0% | -5.4% | -5.4% |
| 6M | +3.6% | +17.0% | -13.3% | -12.3% |
| YTD | +14.2% | +21.6% | -7.4% | -7.2% |
| 1Y | +15.6% | +28.0% | -12.4% | -11.0% |
| 3Y | +33.1% | +70.6% | -37.4% | -24.3% |
| 5Y | +35.0% | +73.3% | -38.3% | -24.1% |
| 10Y | +164.5% | +200.5% | -36.0% | -14.7% |
| All | +164.5% | +195.0% | -30.5% | -14.7% |
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