+35.5%
XLV vs IWF
+73.7%
-38.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | -0.9% | -2.6% | -3.2% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | +7.8% | +0.7% | +7.1% | +7.2% |
| 6M | +9.1% | +8.6% | +0.6% | +5.3% |
| YTD | +7.7% | +3.5% | +4.2% | +5.7% |
| 1Y | +20.4% | +7.0% | +13.4% | +16.5% |
| 3Y | +30.8% | +76.3% | -45.6% | +1.0% |
| All | +35.5% | +73.7% | -38.2% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling