+663.6%
XLU vs IWD
+726.5%
-62.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -1.3% | +0.6% | -1.9% | -1.7% |
| 3M | -1.3% | +7.2% | -8.6% | -5.9% |
| 6M | -7.6% | +16.2% | -23.8% | -16.6% |
| YTD | +2.3% | +23.3% | -21.1% | -11.3% |
| 1Y | +5.8% | +29.6% | -23.8% | -11.3% |
| 3Y | +50.5% | +70.5% | -19.9% | +4.8% |
| 5Y | +44.1% | +73.5% | -29.4% | -1.4% |
| 10Y | +138.2% | +198.3% | -60.1% | +11.9% |
| All | +663.6% | +726.5% | -62.9% | +62.7% |
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