+776.2%
XLB vs IWF
+727.1%
+49.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | +0.5% | -1.9% | -1.8% |
| 30D | -0.4% | -0.4% | 0.0% | -0.2% |
| 3M | +2.0% | -2.6% | +4.6% | +3.5% |
| 6M | +1.8% | +9.1% | -7.3% | -6.2% |
| YTD | +16.6% | +4.5% | +12.1% | +11.2% |
| 1Y | +16.9% | +10.1% | +6.9% | +6.4% |
| 3Y | +32.6% | +77.6% | -45.1% | -21.9% |
| 5Y | +35.6% | +73.7% | -38.1% | -20.6% |
| 10Y | +160.0% | +411.5% | -251.5% | -43.9% |
| All | +776.2% | +727.1% | +49.1% | -12.5% |
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 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