+719.7%
XLK vs IWD
+203.0%
+516.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +3.4% | +2.3% | +1.1% | +0.9% |
| 30D | -10.6% | +3.6% | -14.2% | -13.8% |
| 3M | -10.6% | +2.2% | -12.8% | -12.6% |
| 6M | -3.5% | +13.0% | -16.4% | -15.3% |
| YTD | +18.7% | +26.5% | -7.8% | -7.6% |
| 1Y | +19.4% | +30.1% | -10.7% | -9.8% |
| 3Y | +94.5% | +84.9% | +9.6% | +1.8% |
| 5Y | +111.2% | +73.4% | +37.9% | +19.7% |
| All | +719.7% | +203.0% | +516.6% | +176.0% |
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