+253.9%
XLI vs IWF
+422.7%
-168.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -1.7% | -0.9% | -0.7% | -1.0% |
| 30D | -7.3% | -1.7% | -5.5% | -6.1% |
| 3M | -1.3% | +0.7% | -2.0% | -2.1% |
| 6M | +2.2% | +8.6% | -6.3% | -4.1% |
| YTD | +11.7% | +3.5% | +8.2% | +8.3% |
| 1Y | +14.3% | +7.0% | +7.2% | +7.9% |
| 3Y | +70.3% | +76.3% | -6.0% | +9.0% |
| 5Y | +82.3% | +74.8% | +7.6% | +15.2% |
| All | +253.9% | +422.7% | -168.8% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling