+128.8%
XLP vs IWF
+391.9%
-263.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +8.9% | -10.1% | +19.0% | +12.8% |
| 3M | +7.5% | -7.6% | +15.1% | +10.1% |
| 6M | +9.4% | -6.7% | +16.2% | +11.3% |
| YTD | +19.3% | -2.5% | +21.8% | +18.9% |
| 1Y | +21.7% | -2.1% | +23.8% | +21.0% |
| 3Y | +44.0% | +68.6% | -24.7% | +10.0% |
| 5Y | +42.8% | +55.8% | -13.0% | +11.5% |
| 10Y | +128.8% | +383.3% | -254.5% | -11.1% |
| All | +128.8% | +391.9% | -263.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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