+152.6%
XRT vs IWD
+212.1%
-59.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.4% |
| 7D | +2.5% | +1.3% | +1.2% | +1.2% |
| 30D | +10.3% | +3.6% | +6.8% | +6.2% |
| 3M | +2.4% | +2.3% | 0.0% | -0.1% |
| 6M | +10.0% | +13.0% | -3.1% | -4.2% |
| YTD | +9.5% | +26.2% | -16.6% | -15.7% |
| 1Y | +17.2% | +30.5% | -13.3% | -13.1% |
| 3Y | +62.0% | +86.2% | -24.2% | -18.5% |
| 5Y | -2.1% | +72.9% | -75.0% | -45.5% |
| 10Y | +152.6% | +205.0% | -52.5% | -23.0% |
| All | +152.6% | +212.1% | -59.5% | -23.0% |
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