-1.7%
XRT vs IWF
+59.3%
-61.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.9% |
| 7D | -1.4% | -1.1% | -0.4% | -0.8% |
| 30D | +9.8% | -8.3% | +18.0% | +17.0% |
| 3M | +3.3% | -5.6% | +8.8% | +7.3% |
| 6M | +13.6% | -5.4% | +19.0% | +17.2% |
| YTD | +9.1% | -1.2% | +10.2% | +8.1% |
| 1Y | +15.1% | -2.7% | +17.7% | +15.5% |
| 3Y | +59.9% | +67.8% | -7.8% | -5.2% |
| 5Y | -1.7% | +60.1% | -61.8% | -40.5% |
| All | -1.7% | +59.3% | -61.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling