+128.8%
XLP vs IWD
+212.1%
-83.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.7% |
| 30D | +8.9% | +3.6% | +5.4% | +6.6% |
| 3M | +7.5% | +2.3% | +5.1% | +6.0% |
| 6M | +9.4% | +13.0% | -3.6% | +1.4% |
| YTD | +19.3% | +26.2% | -6.9% | +3.1% |
| 1Y | +21.7% | +30.5% | -8.7% | +3.0% |
| 3Y | +44.0% | +86.2% | -42.2% | -3.6% |
| 5Y | +42.8% | +72.9% | -30.1% | -0.4% |
| 10Y | +128.8% | +205.0% | -76.2% | +16.1% |
| All | +128.8% | +212.1% | -83.3% | +16.1% |
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