+181.3%
XLE vs IWF
+412.6%
-231.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | +8.5% | -1.4% | +9.9% | +9.3% |
| 3M | +14.6% | +0.4% | +14.2% | +13.4% |
| 6M | +17.6% | +8.5% | +9.1% | +10.1% |
| YTD | +48.1% | +3.7% | +44.4% | +42.4% |
| 1Y | +53.8% | +8.5% | +45.3% | +43.1% |
| 3Y | +56.2% | +78.5% | -22.3% | +0.7% |
| 5Y | +227.7% | +73.6% | +154.1% | +109.7% |
| 10Y | +181.3% | +421.3% | -240.0% | -30.7% |
| All | +181.3% | +412.6% | -231.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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