+127.5%
XLC vs IWD
+152.1%
-24.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +4.9% | -0.5% | +5.4% | +5.3% |
| 30D | -5.8% | +2.7% | -8.5% | -8.0% |
| 3M | -5.4% | +0.9% | -6.3% | -6.2% |
| 6M | -10.2% | +10.5% | -20.7% | -18.0% |
| YTD | -10.2% | +23.7% | -33.9% | -25.9% |
| 1Y | -5.6% | +28.7% | -34.3% | -24.9% |
| 3Y | +61.0% | +79.7% | -18.7% | -5.4% |
| 5Y | +35.2% | +69.7% | -34.4% | -15.7% |
| All | +127.5% | +152.1% | -24.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling