+161.9%
XLE vs IWD
+74.1%
+87.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.5% |
| 7D | -0.2% | -0.6% | +0.3% | +0.3% |
| 30D | -4.0% | +3.6% | -7.6% | -7.2% |
| 3M | +4.6% | +2.7% | +2.0% | +1.9% |
| 6M | +12.3% | +13.2% | -0.9% | -0.5% |
| YTD | +44.5% | +26.8% | +17.8% | +14.1% |
| 1Y | +42.4% | +29.3% | +13.1% | +10.1% |
| 3Y | +67.0% | +85.1% | -18.1% | -10.1% |
| 5Y | +161.9% | +74.2% | +87.7% | +49.6% |
| All | +161.9% | +74.1% | +87.9% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling