+46.6%
XLE vs IWF
-3.5%
+50.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.4% |
| 7D | +4.4% | +5.3% | -0.9% | +5.9% |
| 30D | -4.3% | -8.6% | +4.3% | -7.5% |
| 3M | +6.0% | -6.5% | +12.6% | +3.5% |
| 6M | +13.2% | -5.6% | +18.9% | +11.3% |
| YTD | +46.7% | -1.5% | +48.3% | +48.0% |
| 1Y | +46.6% | -2.8% | +49.5% | +48.6% |
| All | +46.6% | -3.5% | +50.1% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling