+776.7%
XLB vs IWF
+670.6%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | +0.5% | +2.8% | -2.3% | -1.8% |
| 30D | +5.2% | -7.5% | +12.7% | +11.5% |
| 3M | +0.3% | -8.5% | +8.8% | +7.1% |
| 6M | +1.2% | -7.4% | +8.6% | +6.3% |
| YTD | +16.6% | -2.6% | +19.3% | +17.1% |
| 1Y | +21.4% | -1.8% | +23.3% | +20.9% |
| 3Y | +43.2% | +65.5% | -22.2% | -11.0% |
| 5Y | +28.0% | +55.8% | -27.8% | -18.4% |
| 10Y | +164.8% | +384.9% | -220.1% | -40.8% |
| All | +776.7% | +670.6% | +106.1% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling