+11.5%
XLP vs IWD
+15.9%
-4.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.2% |
| 7D | +5.9% | +2.5% | +3.3% | +4.7% |
| 30D | +13.5% | +6.0% | +7.5% | +11.2% |
| 3M | +8.4% | +3.8% | +4.6% | +6.8% |
| 6M | +11.5% | +16.3% | -4.8% | +10.6% |
| All | +11.5% | +15.9% | -4.3% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling