+528.0%
XRT vs IWD
+469.5%
+58.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | +0.9% | -0.5% | +1.3% | +1.5% |
| 30D | +7.9% | +2.7% | +5.3% | +5.2% |
| 3M | -0.2% | +0.9% | -1.1% | -0.9% |
| 6M | +5.6% | +10.5% | -5.0% | -4.7% |
| YTD | +5.7% | +23.7% | -18.0% | -15.0% |
| 1Y | +14.6% | +28.7% | -14.1% | -11.5% |
| 3Y | +50.7% | +79.7% | -29.0% | -16.3% |
| 5Y | -4.8% | +69.7% | -74.5% | -42.7% |
| 10Y | +152.6% | +211.4% | -58.8% | -15.8% |
| All | +528.0% | +469.5% | +58.5% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling