+536.2%
XRT vs IWF
+1,062.2%
-526.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -0.4% | +5.3% | -5.7% | -5.2% |
| 30D | +7.5% | -8.6% | +16.1% | +16.2% |
| 3M | +2.3% | -6.5% | +8.9% | +8.0% |
| 6M | +12.8% | -5.6% | +18.5% | +17.2% |
| YTD | +7.1% | -1.5% | +8.6% | +6.3% |
| 1Y | +12.3% | -2.8% | +15.1% | +12.8% |
| 3Y | +57.0% | +67.1% | -10.1% | -10.0% |
| 5Y | -4.3% | +57.6% | -61.9% | -41.9% |
| 10Y | +136.7% | +390.4% | -253.7% | -58.5% |
| All | +536.2% | +1,062.2% | -526.0% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling