+218.0%
XLE vs IWD
+73.6%
+144.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +11.8% | +0.6% | +11.2% | +11.1% |
| 3M | +9.8% | +7.2% | +2.6% | +2.5% |
| 6M | +15.6% | +16.2% | -0.6% | -0.7% |
| YTD | +45.3% | +23.3% | +21.9% | +17.4% |
| 1Y | +48.3% | +29.6% | +18.7% | +13.8% |
| 3Y | +55.4% | +70.5% | -15.0% | -9.9% |
| All | +218.0% | +73.6% | +144.4% | +78.8% |
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