+64.7%
XLC vs IWD
+85.1%
-20.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | +3.7% | +2.3% | +1.4% | +1.8% |
| 30D | -1.9% | +3.6% | -5.5% | -4.8% |
| 3M | -3.1% | +2.2% | -5.3% | -4.9% |
| 6M | -6.4% | +13.0% | -19.3% | -15.6% |
| YTD | -6.8% | +26.5% | -33.3% | -24.0% |
| 1Y | -1.7% | +30.1% | -31.8% | -21.8% |
| 3Y | +64.7% | +84.9% | -20.2% | +0.7% |
| All | +64.7% | +85.1% | -20.5% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling