+169.4%
XLV vs IWD
+203.8%
-34.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -1.8% | -0.8% | -1.0% | -1.2% |
| 3M | +7.8% | +6.9% | +0.9% | +2.5% |
| 6M | +9.1% | +18.3% | -9.2% | -4.0% |
| YTD | +7.7% | +22.4% | -14.6% | -7.7% |
| 1Y | +20.4% | +27.4% | -7.0% | +0.1% |
| 3Y | +30.8% | +71.2% | -40.4% | -13.6% |
| 5Y | +34.6% | +75.7% | -41.1% | -13.3% |
| All | +169.4% | +203.8% | -34.4% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling