+28.4%
XLY vs IWF
+73.7%
-45.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | -1.7% | -0.9% | -0.8% | -0.8% |
| 30D | -4.2% | -1.7% | -2.5% | -2.7% |
| 3M | -2.7% | +0.7% | -3.3% | -3.7% |
| 6M | -0.6% | +8.6% | -9.2% | -8.8% |
| YTD | -5.0% | +3.5% | -8.5% | -8.7% |
| 1Y | -4.1% | +7.0% | -11.1% | -10.9% |
| 3Y | +33.6% | +76.3% | -42.7% | -26.2% |
| All | +28.4% | +73.7% | -45.3% | -28.7% |
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 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