+33.6%
XLY vs IWF
+76.9%
-43.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -1.7% | -0.9% | -0.8% | -0.9% |
| 30D | -4.2% | -1.7% | -2.5% | -2.8% |
| 3M | -2.7% | +0.7% | -3.3% | -3.5% |
| 6M | -0.6% | +8.6% | -9.2% | -8.0% |
| YTD | -5.0% | +3.5% | -8.5% | -8.3% |
| 1Y | -4.1% | +7.0% | -11.1% | -10.3% |
| 3Y | +33.6% | +76.3% | -42.7% | -23.5% |
| All | +33.6% | +76.9% | -43.3% | -23.5% |
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