+119.9%
XRT vs IWF
+418.7%
-298.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | 0.0% |
| 7D | -3.6% | -1.7% | -1.9% | -2.2% |
| 30D | -6.7% | -1.8% | -4.8% | -5.4% |
| 3M | -1.4% | +1.5% | -2.8% | -3.1% |
| 6M | +1.7% | +7.7% | -6.0% | -5.2% |
| YTD | -1.5% | +2.7% | -4.2% | -4.6% |
| 1Y | -2.5% | +6.8% | -9.2% | -8.8% |
| 3Y | +39.9% | +76.9% | -37.0% | -17.2% |
| 5Y | -2.6% | +73.4% | -76.0% | -41.6% |
| All | +119.9% | +418.7% | -298.7% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling