+136.0%
XLC vs IWF
+233.9%
-97.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.0% |
| 7D | +3.7% | +2.8% | +0.9% | +1.3% |
| 30D | -1.9% | -7.5% | +5.6% | +4.2% |
| 3M | -3.1% | -8.5% | +5.4% | +3.6% |
| 6M | -6.4% | -7.4% | +1.1% | -1.4% |
| YTD | -6.8% | -2.6% | -4.2% | -6.3% |
| 1Y | -1.7% | -1.8% | +0.2% | -1.9% |
| 3Y | +64.7% | +65.5% | -0.8% | +1.2% |
| 5Y | +41.1% | +55.8% | -14.8% | -9.1% |
| All | +136.0% | +233.9% | -97.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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