+150.1%
EXE vs IWD
+102.7%
+47.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -2.2% | +1.6% | -3.8% | -3.7% |
| 30D | -0.3% | +3.6% | -3.9% | -3.7% |
| 3M | -9.3% | +2.0% | -11.4% | -11.2% |
| 6M | -7.2% | +13.1% | -20.3% | -17.9% |
| YTD | -18.9% | +26.2% | -45.1% | -36.2% |
| 1Y | -21.7% | +29.6% | -51.3% | -40.1% |
| 3Y | +21.0% | +84.3% | -63.3% | -38.1% |
| 5Y | +76.0% | +73.4% | +2.5% | -4.0% |
| All | +150.1% | +102.7% | +47.4% | +20.9% |
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 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