+778.6%
XLB vs IWD
+745.9%
+32.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | 0.0% | +1.7% | -1.7% | -1.7% |
| 30D | +5.3% | +3.2% | +2.0% | +1.9% |
| 3M | 0.0% | +2.3% | -2.3% | -2.3% |
| 6M | +1.2% | +12.9% | -11.7% | -10.7% |
| YTD | +16.9% | +26.2% | -9.3% | -8.0% |
| 1Y | +20.9% | +28.3% | -7.4% | -6.4% |
| 3Y | +43.3% | +84.4% | -41.1% | -23.6% |
| 5Y | +28.3% | +73.0% | -44.7% | -26.5% |
| 10Y | +165.3% | +203.3% | -38.0% | -14.1% |
| All | +778.6% | +745.9% | +32.6% | +6.4% |
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