+772.0%
XLB vs IWD
+728.9%
+43.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.0% |
| 30D | +6.1% | +2.7% | +3.4% | +3.2% |
| 3M | 0.0% | +0.9% | -0.9% | -0.9% |
| 6M | 0.0% | +10.5% | -10.6% | -9.8% |
| YTD | +16.0% | +23.7% | -7.7% | -6.8% |
| 1Y | +24.7% | +28.7% | -4.0% | -3.8% |
| 3Y | +40.4% | +79.7% | -39.3% | -23.2% |
| 5Y | +30.7% | +69.7% | -39.0% | -23.6% |
| 10Y | +173.3% | +211.4% | -38.1% | -13.8% |
| All | +772.0% | +728.9% | +43.1% | +7.9% |
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