-24.8%
EXE vs IWD
+28.5%
-53.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.9% | +1.7% | +1.2% | +2.9% |
| 30D | -4.9% | +3.2% | -8.2% | -4.8% |
| 3M | -8.3% | +2.3% | -10.6% | -8.2% |
| 6M | -7.8% | +12.9% | -20.8% | -7.1% |
| YTD | -19.0% | +26.2% | -45.3% | -20.4% |
| 1Y | -24.8% | +28.3% | -53.1% | -27.3% |
| All | -24.8% | +28.5% | -53.4% | -27.3% |
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