+142.5%
XLC vs IWD
+151.3%
-8.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -0.8% | -0.3% | -0.6% | -0.6% |
| 30D | +1.0% | +0.6% | +0.5% | +0.6% |
| 3M | -0.7% | +7.2% | -7.9% | -6.7% |
| 6M | -5.1% | +16.2% | -21.3% | -17.1% |
| YTD | -4.3% | +23.3% | -27.6% | -20.8% |
| 1Y | -0.6% | +29.6% | -30.1% | -21.3% |
| 3Y | +72.7% | +70.5% | +2.2% | +6.5% |
| 5Y | +38.0% | +73.5% | -35.5% | -15.5% |
| All | +142.5% | +151.3% | -8.9% | +7.8% |
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