+686.4%
XLU vs IWD
+747.8%
-61.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.1% | +2.3% | -0.2% | +0.6% |
| 30D | +5.6% | +3.6% | +2.0% | +3.1% |
| 3M | +0.7% | +2.2% | -1.4% | -0.8% |
| 6M | -0.1% | +13.0% | -13.0% | -8.0% |
| YTD | +5.3% | +26.5% | -21.2% | -10.2% |
| 1Y | +2.2% | +30.1% | -28.0% | -14.6% |
| 3Y | +61.6% | +84.9% | -23.2% | +6.5% |
| 5Y | +53.6% | +73.4% | -19.8% | +5.1% |
| 10Y | +162.3% | +204.0% | -41.7% | +21.6% |
| All | +686.4% | +747.8% | -61.4% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling