+101.4%
XLP vs IWD
+197.9%
-96.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -0.9% | +0.6% | -1.5% | -1.2% |
| 3M | +3.8% | +7.2% | -3.4% | -0.6% |
| 6M | -1.7% | +16.2% | -17.9% | -10.6% |
| YTD | +10.3% | +23.3% | -13.1% | -3.4% |
| 1Y | +7.8% | +29.6% | -21.8% | -8.5% |
| 3Y | +27.2% | +70.5% | -43.3% | -9.9% |
| 5Y | +32.5% | +73.5% | -40.9% | -7.8% |
| All | +101.4% | +197.9% | -96.6% | -1.9% |
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