+43.8%
EXC vs IWD
+68.9%
-25.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +10.0% | +2.7% | +7.3% | +8.4% |
| 3M | +1.6% | +0.9% | +0.7% | +1.1% |
| 6M | +3.3% | +10.5% | -7.3% | -2.4% |
| YTD | +7.6% | +23.7% | -16.1% | -4.9% |
| 1Y | +3.5% | +28.7% | -25.3% | -10.7% |
| 3Y | +27.7% | +79.7% | -52.0% | -13.3% |
| All | +43.8% | +68.9% | -25.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling