+35.0%
XLB vs IWF
+72.9%
-37.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -2.9% | +0.5% | -3.5% | -3.2% |
| 30D | -3.4% | -1.4% | -2.0% | -2.7% |
| 3M | +1.6% | +0.4% | +1.2% | +1.0% |
| 6M | +3.6% | +8.5% | -4.8% | -1.7% |
| YTD | +14.2% | +3.7% | +10.6% | +11.2% |
| 1Y | +15.6% | +8.5% | +7.1% | +9.3% |
| 3Y | +33.1% | +78.5% | -45.4% | -9.7% |
| 5Y | +35.0% | +73.6% | -38.6% | -11.9% |
| All | +35.0% | +72.9% | -37.8% | -11.9% |
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