+1,056.1%
XLY vs IWD
+715.1%
+341.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -0.8% |
| 7D | -2.1% | -1.2% | -0.9% | -0.9% |
| 30D | -6.0% | -1.6% | -4.4% | -4.4% |
| 3M | -2.7% | +7.0% | -9.8% | -8.9% |
| 6M | -1.5% | +17.0% | -18.4% | -15.3% |
| YTD | -5.4% | +21.6% | -27.1% | -21.8% |
| 1Y | -3.8% | +28.0% | -31.8% | -24.3% |
| 3Y | +36.6% | +70.6% | -34.0% | -17.9% |
| 5Y | +27.4% | +73.3% | -46.0% | -23.3% |
| 10Y | +218.2% | +200.5% | +17.7% | +12.1% |
| All | +1,056.1% | +715.1% | +341.0% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling