+40.1%
EXC vs IWD
+73.2%
-33.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.8% |
| 30D | +9.0% | +3.6% | +5.4% | +6.9% |
| 3M | +3.3% | +2.0% | +1.2% | +2.1% |
| 6M | +5.7% | +13.1% | -7.4% | -1.3% |
| YTD | +7.3% | +26.2% | -18.8% | -6.1% |
| 1Y | +2.9% | +29.6% | -26.6% | -11.4% |
| 3Y | +29.3% | +84.3% | -55.0% | -13.5% |
| 5Y | +40.1% | +73.4% | -33.4% | -3.9% |
| All | +40.1% | +73.2% | -33.1% | -3.9% |
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