+215.2%
XLY vs IWD
+203.8%
+11.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -4.2% | -0.8% | -3.3% | -3.3% |
| 3M | -2.7% | +6.9% | -9.6% | -9.1% |
| 6M | -0.6% | +18.3% | -18.9% | -16.2% |
| YTD | -5.0% | +22.4% | -27.4% | -22.6% |
| 1Y | -4.1% | +27.4% | -31.5% | -24.9% |
| 3Y | +33.6% | +71.2% | -37.6% | -21.6% |
| 5Y | +28.7% | +75.7% | -47.0% | -25.1% |
| All | +215.2% | +203.8% | +11.4% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling