+167.2%
XLE vs IWD
+207.5%
-40.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | -12.0% | -0.5% | -11.5% | -11.7% |
| 30D | -2.7% | +2.7% | -5.4% | -6.1% |
| 3M | +6.6% | +0.9% | +5.7% | +4.9% |
| 6M | +9.5% | +10.5% | -1.0% | -4.1% |
| YTD | +40.6% | +23.7% | +16.9% | +6.2% |
| 1Y | +43.6% | +28.7% | +14.9% | +3.1% |
| 3Y | +58.1% | +79.7% | -21.6% | -26.2% |
| 5Y | +152.2% | +69.7% | +82.5% | +25.8% |
| All | +167.2% | +207.5% | -40.3% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling