+179.3%
EXE vs IWD
+96.5%
+82.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +6.4% | -0.8% | +7.2% | +7.1% |
| 3M | +9.2% | +8.0% | +1.2% | +1.2% |
| 6M | -7.0% | +18.2% | -25.2% | -21.5% |
| YTD | -9.5% | +22.3% | -31.8% | -26.6% |
| 1Y | +6.2% | +28.9% | -22.7% | -18.3% |
| 3Y | +20.7% | +71.5% | -50.8% | -33.2% |
| 5Y | +103.6% | +73.6% | +30.0% | +10.6% |
| All | +179.3% | +96.5% | +82.8% | +39.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling