+892.1%
XLK vs IWD
+745.9%
+146.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +7.0% | +1.7% | +5.3% | +5.3% |
| 30D | -11.5% | +3.2% | -14.7% | -14.2% |
| 3M | -7.9% | +2.3% | -10.2% | -9.9% |
| 6M | -0.6% | +12.9% | -13.5% | -11.9% |
| YTD | +21.1% | +26.2% | -5.1% | -3.9% |
| 1Y | +18.8% | +28.3% | -9.4% | -7.2% |
| 3Y | +97.3% | +84.4% | +12.9% | +7.7% |
| 5Y | +115.5% | +73.0% | +42.6% | +27.3% |
| 10Y | +723.7% | +203.3% | +520.4% | +180.0% |
| All | +892.1% | +745.9% | +146.1% | +9.4% |
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