+1,061.2%
XLY vs IWF
+719.4%
+341.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -2.7% | +0.7% | -3.3% | -3.6% |
| 6M | -0.6% | +8.6% | -9.2% | -8.2% |
| YTD | -5.0% | +3.5% | -8.5% | -8.4% |
| 1Y | -4.1% | +7.0% | -11.1% | -10.4% |
| 3Y | +33.6% | +76.3% | -42.7% | -21.6% |
| 5Y | +28.7% | +74.8% | -46.0% | -23.2% |
| 10Y | +219.6% | +420.5% | -200.9% | -29.8% |
| All | +1,061.2% | +719.4% | +341.8% | +32.1% |
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