+136.0%
XLC vs IWD
+157.8%
-21.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | +3.7% | +2.3% | +1.4% | +1.7% |
| 30D | -1.9% | +3.6% | -5.5% | -5.0% |
| 3M | -3.1% | +2.2% | -5.3% | -4.9% |
| 6M | -6.4% | +13.0% | -19.3% | -16.1% |
| YTD | -6.8% | +26.5% | -33.3% | -24.7% |
| 1Y | -1.7% | +30.1% | -31.8% | -22.5% |
| 3Y | +64.7% | +84.9% | -20.2% | -5.6% |
| 5Y | +41.1% | +73.4% | -32.3% | -13.8% |
| All | +136.0% | +157.8% | -21.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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