+57.9%
XLF vs IWD
+72.9%
-15.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | -0.8% |
| 7D | +0.7% | +1.3% | -0.5% | -0.6% |
| 30D | +6.0% | +3.6% | +2.4% | +2.0% |
| 3M | +1.0% | +2.3% | -1.3% | -1.5% |
| 6M | +14.0% | +13.0% | +0.9% | -0.6% |
| YTD | +7.2% | +26.2% | -19.0% | -17.5% |
| 1Y | +11.6% | +30.5% | -18.9% | -17.3% |
| 3Y | +81.2% | +86.2% | -5.0% | -10.1% |
| 5Y | +57.9% | +72.9% | -15.0% | -13.5% |
| All | +57.9% | +72.9% | -15.0% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling