+513.3%
XRT vs IWD
+467.8%
+45.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.7% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | -4.2% | +0.6% | -4.8% | -4.7% |
| 3M | +5.1% | +7.2% | -2.1% | -2.2% |
| 6M | +2.4% | +16.2% | -13.8% | -12.3% |
| YTD | +3.2% | +23.3% | -20.1% | -16.8% |
| 1Y | +1.5% | +29.6% | -28.0% | -22.1% |
| 3Y | +40.6% | +70.5% | -29.9% | -17.7% |
| 5Y | -1.0% | +73.5% | -74.5% | -41.7% |
| 10Y | +128.4% | +198.3% | -69.9% | -20.7% |
| All | +513.3% | +467.8% | +45.5% | +14.2% |
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