+787.6%
XLV vs IWD
+719.8%
+67.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | -2.6% | -0.2% | -2.5% | -2.5% |
| 30D | +0.9% | -0.8% | +1.7% | +1.5% |
| 3M | +10.0% | +8.0% | +1.9% | +4.1% |
| 6M | +10.4% | +18.2% | -7.8% | -2.0% |
| YTD | +8.9% | +22.3% | -13.4% | -5.7% |
| 1Y | +23.4% | +28.9% | -5.5% | +2.9% |
| 3Y | +33.1% | +71.5% | -38.5% | -9.6% |
| 5Y | +33.3% | +73.6% | -40.3% | -10.7% |
| 10Y | +170.8% | +194.7% | -23.9% | +23.6% |
| All | +787.6% | +719.8% | +67.8% | +84.1% |
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