+169.4%
XLV vs IWF
+422.7%
-253.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -3.6% | -0.9% | -2.6% | -3.1% |
| 30D | -1.8% | -1.7% | -0.1% | -1.0% |
| 3M | +7.8% | +0.7% | +7.1% | +6.8% |
| 6M | +9.1% | +8.6% | +0.6% | +3.4% |
| YTD | +7.7% | +3.5% | +4.2% | +4.7% |
| 1Y | +20.4% | +7.0% | +13.4% | +14.6% |
| 3Y | +30.8% | +76.3% | -45.6% | -10.0% |
| 5Y | +34.6% | +74.8% | -40.1% | -8.6% |
| All | +169.4% | +422.7% | -253.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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