+703.9%
XLE vs IWF
+649.6%
+54.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.0% |
| 7D | -12.0% | -5.0% | -7.0% | -8.7% |
| 30D | -2.7% | -13.2% | +10.5% | +7.7% |
| 3M | +6.6% | -9.4% | +16.0% | +13.9% |
| 6M | +9.5% | -8.6% | +18.1% | +15.0% |
| YTD | +40.6% | -5.3% | +45.9% | +42.0% |
| 1Y | +43.6% | -5.0% | +48.6% | +44.3% |
| 3Y | +58.1% | +64.6% | -6.6% | -1.1% |
| 5Y | +152.2% | +50.8% | +101.4% | +62.1% |
| 10Y | +172.9% | +385.7% | -212.8% | -37.9% |
| All | +703.9% | +649.6% | +54.3% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling