+166.9%
XLE vs IWD
+72.9%
+94.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +5.4% | +2.3% | +3.1% | +3.3% |
| 30D | -3.9% | +3.6% | -7.5% | -7.1% |
| 3M | +7.0% | +2.2% | +4.9% | +4.7% |
| 6M | +14.2% | +13.0% | +1.2% | +1.4% |
| YTD | +48.2% | +26.5% | +21.7% | +17.1% |
| 1Y | +47.7% | +30.1% | +17.5% | +13.4% |
| 3Y | +70.0% | +84.9% | -14.9% | -8.4% |
| All | +166.9% | +72.9% | +94.0% | +53.7% |
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