+61.1%
XRT vs IWD
+85.5%
-24.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.7% |
| 7D | -1.4% | -0.6% | -0.9% | -0.7% |
| 30D | +9.8% | +3.6% | +6.2% | +5.0% |
| 3M | +3.3% | +2.7% | +0.6% | 0.0% |
| 6M | +13.6% | +13.2% | +0.4% | -3.1% |
| YTD | +9.1% | +26.8% | -17.7% | -19.8% |
| 1Y | +15.1% | +29.3% | -14.2% | -17.5% |
| All | +61.1% | +85.5% | -24.4% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling