+776.2%
XLB vs IWD
+726.5%
+49.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | -0.4% | +0.6% | -1.0% | -1.0% |
| 3M | +2.0% | +7.2% | -5.3% | -5.1% |
| 6M | +1.8% | +16.2% | -14.4% | -12.8% |
| YTD | +16.6% | +23.3% | -6.8% | -6.1% |
| 1Y | +16.9% | +29.6% | -12.6% | -10.4% |
| 3Y | +32.6% | +70.5% | -37.9% | -23.4% |
| 5Y | +35.6% | +73.5% | -37.8% | -22.5% |
| 10Y | +160.0% | +198.3% | -38.3% | -14.3% |
| All | +776.2% | +726.5% | +49.7% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling