+889.2%
XLV vs ITW
+1,517.2%
-628.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -3.6% | -0.7% | -2.8% | -3.3% |
| 30D | -1.8% | -8.3% | +6.5% | +1.5% |
| 3M | +7.8% | +6.0% | +1.8% | +5.2% |
| 6M | +9.1% | 0.0% | +9.1% | +8.7% |
| YTD | +7.7% | +10.2% | -2.5% | +3.1% |
| 1Y | +20.4% | +3.2% | +17.2% | +18.1% |
| 3Y | +30.8% | +21.0% | +9.8% | +19.6% |
| 5Y | +34.6% | +37.9% | -3.3% | +15.4% |
| 10Y | +173.4% | +193.2% | -19.8% | +71.1% |
| All | +889.2% | +1,517.2% | -628.0% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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