+174.3%
XLE vs IWD
+197.9%
-23.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | +11.8% | +0.6% | +11.2% | +10.9% |
| 3M | +9.8% | +7.2% | +2.6% | +0.3% |
| 6M | +15.6% | +16.2% | -0.6% | -5.1% |
| YTD | +45.3% | +23.3% | +21.9% | +10.6% |
| 1Y | +48.3% | +29.6% | +18.7% | +5.9% |
| 3Y | +55.4% | +70.5% | -15.0% | -22.1% |
| 5Y | +216.1% | +73.5% | +142.6% | +53.7% |
| All | +174.3% | +197.9% | -23.7% | -29.4% |
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