+73.0%
XLF vs IWF
+75.5%
-2.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.1% |
| 30D | -1.6% | -1.8% | +0.2% | -0.8% |
| 3M | +9.3% | +1.5% | +7.8% | +8.1% |
| 6M | +14.6% | +7.7% | +6.9% | +9.6% |
| YTD | +4.7% | +2.7% | +2.0% | +2.6% |
| 1Y | +8.6% | +6.8% | +1.9% | +4.1% |
| All | +73.0% | +75.5% | -2.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling