+601.6%
XLP vs IWF
+649.6%
-48.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.8% |
| 7D | +0.7% | -5.0% | +5.7% | +2.7% |
| 30D | +10.3% | -13.2% | +23.5% | +16.4% |
| 3M | +6.5% | -9.4% | +16.0% | +10.4% |
| 6M | +8.4% | -8.6% | +17.0% | +11.3% |
| YTD | +18.2% | -5.3% | +23.5% | +19.3% |
| 1Y | +22.4% | -5.0% | +27.4% | +23.2% |
| 3Y | +41.9% | +64.6% | -22.7% | +9.7% |
| 5Y | +40.9% | +50.8% | -9.9% | +11.1% |
| 10Y | +128.4% | +385.7% | -257.3% | +3.5% |
| All | +601.6% | +649.6% | -48.0% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling