+554.4%
XLP vs IWF
+727.1%
-172.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.5% | -1.6% | -1.2% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | +3.8% | -2.6% | +6.4% | +4.5% |
| 6M | -1.7% | +9.1% | -10.9% | -5.9% |
| YTD | +10.3% | +4.5% | +5.8% | +7.3% |
| 1Y | +7.8% | +10.1% | -2.3% | +2.3% |
| 3Y | +27.2% | +77.6% | -50.4% | -4.3% |
| 5Y | +32.5% | +73.7% | -41.2% | -1.3% |
| 10Y | +101.8% | +411.5% | -309.7% | -9.9% |
| All | +554.4% | +727.1% | -172.6% | +79.4% |
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