+127.5%
XLP vs IWD
+208.6%
-81.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.8% |
| 7D | +3.5% | -0.9% | +4.4% | +4.1% |
| 30D | +11.6% | +2.6% | +8.9% | +9.8% |
| 3M | +7.6% | +1.2% | +6.4% | +6.8% |
| 6M | +10.0% | +12.1% | -2.1% | +2.4% |
| YTD | +19.7% | +24.1% | -4.4% | +4.6% |
| 1Y | +23.5% | +28.5% | -5.0% | +5.5% |
| 3Y | +44.0% | +79.5% | -35.5% | -1.2% |
| 5Y | +42.7% | +70.3% | -27.6% | +0.6% |
| All | +127.5% | +208.6% | -81.1% | +23.6% |
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