+115.5%
XLK vs IWD
+73.1%
+42.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +7.0% | +1.7% | +5.3% | +4.9% |
| 30D | -11.5% | +3.2% | -14.7% | -14.7% |
| 3M | -7.9% | +2.3% | -10.2% | -10.4% |
| 6M | -0.6% | +12.9% | -13.5% | -14.4% |
| YTD | +21.1% | +26.2% | -5.1% | -8.9% |
| 1Y | +18.8% | +28.3% | -9.4% | -12.4% |
| 3Y | +97.3% | +84.4% | +12.9% | -7.5% |
| 5Y | +115.5% | +73.0% | +42.6% | +11.3% |
| All | +115.5% | +73.1% | +42.5% | +11.3% |
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