-2.2%
XLC vs IWD
+29.1%
-31.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.1% |
| 7D | +0.6% | -0.2% | +0.7% | +0.7% |
| 30D | +0.2% | -0.8% | +1.0% | +0.9% |
| 3M | +0.6% | +8.0% | -7.4% | -4.5% |
| 6M | -4.5% | +18.2% | -22.7% | -15.5% |
| YTD | -4.7% | +22.3% | -27.0% | -18.0% |
| All | -2.2% | +29.1% | -31.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling