+34.9%
XLV vs IWD
+72.1%
-37.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -4.4% | -2.3% | -2.1% | -2.7% |
| 30D | -1.4% | -1.8% | +0.4% | -0.1% |
| 3M | +8.9% | +8.0% | +0.8% | +2.9% |
| 6M | +9.1% | +17.0% | -7.9% | -2.8% |
| YTD | +7.9% | +21.3% | -13.3% | -6.4% |
| 1Y | +22.7% | +27.9% | -5.2% | +2.4% |
| 3Y | +31.9% | +70.1% | -38.2% | -10.9% |
| 5Y | +34.9% | +74.2% | -39.3% | -10.6% |
| All | +34.9% | +72.1% | -37.2% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling