+200.1%
EXC vs IWD
+205.2%
-5.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.0% |
| 30D | +8.3% | +3.6% | +4.7% | +5.2% |
| 3M | +2.6% | +2.7% | 0.0% | +0.4% |
| 6M | +5.2% | +13.2% | -8.0% | -5.0% |
| YTD | +7.5% | +26.8% | -19.2% | -11.8% |
| 1Y | +3.2% | +29.3% | -26.1% | -16.9% |
| 3Y | +29.5% | +85.1% | -55.6% | -24.8% |
| 5Y | +39.7% | +74.2% | -34.5% | -15.3% |
| 10Y | +200.1% | +204.6% | -4.5% | +8.6% |
| All | +200.1% | +205.2% | -5.2% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling