+513.3%
XRT vs IWF
+1,133.3%
-620.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | -4.2% | -0.4% | -3.8% | -4.0% |
| 3M | +5.1% | -2.6% | +7.7% | +6.9% |
| 6M | +2.4% | +9.1% | -6.7% | -6.9% |
| YTD | +3.2% | +4.5% | -1.3% | -2.3% |
| 1Y | +1.5% | +10.1% | -8.6% | -8.9% |
| 3Y | +40.6% | +77.6% | -37.1% | -23.4% |
| 5Y | -1.0% | +73.7% | -74.7% | -44.9% |
| 10Y | +128.4% | +411.5% | -283.1% | -61.1% |
| All | +513.3% | +1,133.3% | -620.0% | -60.2% |
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 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