+31.0%
XLB vs IWF
+59.3%
-28.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.9% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | +7.2% | -8.3% | +15.5% | +12.2% |
| 3M | 0.0% | -5.6% | +5.6% | +2.8% |
| 6M | +2.3% | -5.4% | +7.7% | +4.7% |
| YTD | +18.4% | -1.2% | +19.6% | +17.9% |
| 1Y | +23.3% | -2.7% | +26.0% | +23.8% |
| 3Y | +45.2% | +67.8% | -22.6% | +1.8% |
| 5Y | +31.0% | +60.1% | -29.1% | -11.3% |
| All | +31.0% | +59.3% | -28.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling