+251.6%
XLF vs IWD
+195.0%
+56.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | -1.0% | -1.2% | +0.1% | +0.4% |
| 30D | -1.3% | -1.6% | +0.3% | +0.7% |
| 3M | +9.1% | +7.0% | +2.1% | +0.6% |
| 6M | +14.4% | +17.0% | -2.6% | -5.3% |
| YTD | +5.1% | +21.6% | -16.5% | -17.0% |
| 1Y | +8.6% | +28.0% | -19.4% | -19.3% |
| 3Y | +74.4% | +70.6% | +3.9% | -8.0% |
| 5Y | +64.4% | +73.3% | -9.0% | -14.7% |
| 10Y | +251.6% | +200.5% | +51.1% | -6.3% |
| All | +251.6% | +195.0% | +56.6% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling