+872.2%
XLI vs IWD
+726.5%
+145.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.1% |
| 7D | -1.1% | -0.3% | -0.8% | -0.8% |
| 30D | -5.9% | +0.6% | -6.5% | -6.5% |
| 3M | -0.3% | +7.2% | -7.5% | -7.0% |
| 6M | +0.1% | +16.2% | -16.1% | -13.7% |
| YTD | +13.6% | +23.3% | -9.8% | -7.7% |
| 1Y | +17.2% | +29.6% | -12.4% | -9.4% |
| 3Y | +68.2% | +70.5% | -2.3% | -0.7% |
| 5Y | +80.7% | +73.5% | +7.3% | +5.0% |
| 10Y | +253.3% | +198.3% | +54.9% | +22.3% |
| All | +872.2% | +726.5% | +145.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling