+2.1%
EXC vs IWD
+28.5%
-26.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | +7.8% | +3.2% | +4.5% | +7.4% |
| 3M | +1.9% | +2.3% | -0.4% | +1.5% |
| 6M | +3.4% | +12.9% | -9.6% | +3.4% |
| YTD | +7.6% | +26.2% | -18.7% | +6.1% |
| 1Y | +2.1% | +28.3% | -26.2% | +0.3% |
| All | +2.1% | +28.5% | -26.4% | +0.3% |
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