+968.0%
XLK vs IWD
+726.5%
+241.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.4% |
| 7D | +0.9% | -0.3% | +1.1% | +1.1% |
| 30D | +0.7% | +0.6% | +0.2% | +0.1% |
| 3M | -2.9% | +7.2% | -10.2% | -9.5% |
| 6M | +34.3% | +16.2% | +18.0% | +15.6% |
| YTD | +30.4% | +23.3% | +7.1% | +5.8% |
| 1Y | +43.4% | +29.6% | +13.8% | +10.7% |
| 3Y | +116.8% | +70.5% | +46.4% | +27.9% |
| 5Y | +144.0% | +73.5% | +70.6% | +43.7% |
| 10Y | +778.8% | +198.3% | +580.4% | +203.4% |
| All | +968.0% | +726.5% | +241.5% | +20.4% |
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