+638.0%
EXC vs IWD
+728.9%
-91.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +1.6% | +0.9% | +0.7% | +0.9% |
| 6M | +3.3% | +10.5% | -7.3% | -4.3% |
| YTD | +7.6% | +23.7% | -16.1% | -8.6% |
| 1Y | +3.5% | +28.7% | -25.3% | -14.7% |
| 3Y | +27.7% | +79.7% | -52.0% | -19.1% |
| 5Y | +41.1% | +69.7% | -28.6% | -7.2% |
| 10Y | +178.2% | +211.4% | -33.2% | +17.0% |
| All | +638.0% | +728.9% | -91.0% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling