+42.0%
XLP vs IWF
+50.6%
-8.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | +0.7% | -5.0% | +5.7% | +1.6% |
| 30D | +10.3% | -13.2% | +23.5% | +13.0% |
| 3M | +6.5% | -9.4% | +16.0% | +8.3% |
| 6M | +8.4% | -8.6% | +17.0% | +9.7% |
| YTD | +18.2% | -5.3% | +23.5% | +18.5% |
| 1Y | +22.4% | -5.0% | +27.4% | +22.6% |
| 3Y | +41.9% | +64.6% | -22.7% | +18.4% |
| All | +42.0% | +50.6% | -8.6% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling