-18.9%
EXE vs IWD
+33.0%
-51.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -2.8% |
| 7D | -4.7% | +2.5% | -7.2% | -4.5% |
| 30D | +1.0% | +6.0% | -4.9% | +1.1% |
| 3M | -5.6% | +3.8% | -9.4% | -5.5% |
| 6M | -12.3% | +16.3% | -28.6% | -12.2% |
| YTD | -19.5% | +27.5% | -47.0% | -22.0% |
| 1Y | -18.9% | +32.8% | -51.7% | -25.1% |
| All | -18.9% | +33.0% | -51.9% | -25.1% |
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 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