+143.7%
XLC vs IWF
+255.0%
-111.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | +0.5% | -0.9% | +1.4% | +1.3% |
| 30D | +2.1% | -1.7% | +3.8% | +3.5% |
| 3M | +0.7% | +0.7% | 0.0% | -0.4% |
| 6M | -3.2% | +8.6% | -11.8% | -10.5% |
| YTD | -3.8% | +3.5% | -7.3% | -7.5% |
| 1Y | -2.0% | +7.0% | -9.1% | -8.8% |
| 3Y | +71.4% | +76.3% | -5.0% | +0.4% |
| 5Y | +40.7% | +74.8% | -34.1% | -17.4% |
| All | +143.7% | +255.0% | -111.3% | -26.1% |
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