+196.7%
EXC vs IWD
+203.0%
-6.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | +2.3% | -0.9% | -0.4% |
| 30D | +8.6% | +3.6% | +5.0% | +5.5% |
| 3M | +2.4% | +2.2% | +0.2% | +0.6% |
| 6M | +6.5% | +13.0% | -6.5% | -3.7% |
| YTD | +9.0% | +26.5% | -17.5% | -10.4% |
| 1Y | +4.6% | +30.1% | -25.6% | -16.2% |
| 3Y | +33.5% | +84.9% | -51.4% | -22.4% |
| 5Y | +41.4% | +73.4% | -32.0% | -13.8% |
| All | +196.7% | +203.0% | -6.4% | +9.5% |
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 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