+144.5%
EXE vs IWD
+102.7%
+41.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | -0.2% |
| 7D | -3.9% | +1.3% | -5.2% | -5.1% |
| 30D | -2.6% | +3.6% | -6.1% | -5.9% |
| 3M | -6.9% | +2.3% | -9.2% | -9.0% |
| 6M | -9.3% | +13.0% | -22.4% | -19.8% |
| YTD | -20.7% | +26.2% | -46.9% | -37.6% |
| 1Y | -21.8% | +30.5% | -52.3% | -40.6% |
| 3Y | +16.2% | +86.2% | -70.0% | -41.3% |
| 5Y | +61.1% | +72.9% | -11.8% | -11.7% |
| All | +144.5% | +102.7% | +41.8% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling