+711.6%
XLE vs IWF
+664.8%
+46.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | -6.7% | -2.9% | -3.8% | -4.8% |
| 30D | -4.4% | -10.9% | +6.4% | +3.7% |
| 3M | +4.0% | -8.1% | +12.1% | +9.9% |
| 6M | +13.2% | -7.5% | +20.7% | +17.8% |
| YTD | +41.9% | -3.4% | +45.3% | +41.1% |
| 1Y | +41.6% | -5.0% | +46.6% | +42.4% |
| 3Y | +64.0% | +64.0% | 0.0% | +3.0% |
| 5Y | +158.1% | +56.8% | +101.3% | +60.6% |
| 10Y | +163.9% | +381.2% | -217.2% | -39.3% |
| All | +711.6% | +664.8% | +46.8% | -15.2% |
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