+548.2%
XRT vs IWF
+1,066.5%
-518.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -2.2% |
| 7D | -1.4% | -1.1% | -0.4% | -0.7% |
| 30D | +9.8% | -8.3% | +18.0% | +18.2% |
| 3M | +3.3% | -5.6% | +8.8% | +7.9% |
| 6M | +13.6% | -5.4% | +19.0% | +17.7% |
| YTD | +9.1% | -1.2% | +10.2% | +7.9% |
| 1Y | +15.1% | -2.7% | +17.7% | +15.4% |
| 3Y | +59.9% | +67.8% | -7.8% | -8.6% |
| 5Y | -1.7% | +60.1% | -61.8% | -41.3% |
| 10Y | +141.1% | +392.2% | -251.0% | -57.9% |
| All | +548.2% | +1,066.5% | -518.3% | -56.0% |
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