+172.1%
EXC vs IWD
+207.5%
-35.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | +10.0% | +2.7% | +7.3% | +7.6% |
| 3M | +1.6% | +0.9% | +0.7% | +0.8% |
| 6M | +3.3% | +10.5% | -7.3% | -4.9% |
| YTD | +7.6% | +23.7% | -16.1% | -10.0% |
| 1Y | +3.5% | +28.7% | -25.3% | -16.3% |
| 3Y | +27.7% | +79.7% | -52.0% | -23.9% |
| 5Y | +41.1% | +69.7% | -28.6% | -12.3% |
| All | +172.1% | +207.5% | -35.4% | +25.1% |
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