+3.4%
EXC vs IWD
+30.5%
-27.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -4.6% | +0.6% | -5.2% | -4.6% |
| 3M | -2.2% | +7.2% | -9.4% | -2.2% |
| 6M | -10.6% | +16.2% | -26.8% | -10.8% |
| YTD | +1.9% | +23.3% | -21.4% | +0.4% |
| 1Y | +3.4% | +29.6% | -26.2% | +0.5% |
| All | +3.4% | +30.5% | -27.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling