+183.8%
EXC vs IWD
+212.1%
-28.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.5% |
| 7D | -1.7% | +1.3% | -3.0% | -2.8% |
| 30D | +9.3% | +3.6% | +5.7% | +6.2% |
| 3M | +1.0% | +2.3% | -1.3% | -0.9% |
| 6M | +5.9% | +13.0% | -7.1% | -4.2% |
| YTD | +7.6% | +26.2% | -18.5% | -11.4% |
| 1Y | +2.4% | +30.5% | -28.0% | -18.1% |
| 3Y | +30.2% | +86.2% | -56.0% | -24.8% |
| 5Y | +41.4% | +72.9% | -31.5% | -13.6% |
| 10Y | +183.8% | +205.0% | -21.3% | +10.1% |
| All | +183.8% | +212.1% | -28.3% | +10.1% |
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