+778.2%
XLV vs IWF
+719.4%
+58.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -3.6% | -0.9% | -2.6% | -3.0% |
| 30D | -1.8% | -1.7% | -0.1% | -0.9% |
| 3M | +7.8% | +0.7% | +7.1% | +6.6% |
| 6M | +9.1% | +8.6% | +0.6% | +2.6% |
| YTD | +7.7% | +3.5% | +4.2% | +4.2% |
| 1Y | +20.4% | +7.0% | +13.4% | +13.7% |
| 3Y | +30.8% | +76.3% | -45.6% | -13.2% |
| 5Y | +34.6% | +74.8% | -40.1% | -12.6% |
| 10Y | +173.4% | +420.5% | -247.1% | -17.8% |
| All | +778.2% | +719.4% | +58.8% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling