+164.7%
XLB vs IWF
+389.3%
-224.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | 0.0% | +5.3% | -5.3% | -3.5% |
| 30D | +5.3% | -8.6% | +13.9% | +11.5% |
| 3M | 0.0% | -6.5% | +6.5% | +4.1% |
| 6M | +1.2% | -5.6% | +6.9% | +4.2% |
| YTD | +16.9% | -1.5% | +18.4% | +16.5% |
| 1Y | +20.9% | -2.8% | +23.7% | +21.5% |
| 3Y | +43.3% | +67.1% | -23.8% | -5.7% |
| 5Y | +28.3% | +57.6% | -29.3% | -13.1% |
| All | +164.7% | +389.3% | -224.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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