+30.8%
XLV vs IWF
+76.9%
-46.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | -0.9% | -2.6% | -3.3% |
| 30D | -1.8% | -1.7% | -0.1% | -1.5% |
| 3M | +7.8% | +0.7% | +7.1% | +7.4% |
| 6M | +9.1% | +8.6% | +0.6% | +6.1% |
| YTD | +7.7% | +3.5% | +4.2% | +6.1% |
| 1Y | +20.4% | +7.0% | +13.4% | +17.3% |
| 3Y | +30.8% | +76.3% | -45.6% | +4.5% |
| All | +30.8% | +76.9% | -46.1% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling