-24.2%
EXE vs IWD
+29.5%
-53.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.1% |
| 30D | -0.3% | +3.6% | -3.9% | -0.1% |
| 3M | -9.3% | +2.0% | -11.4% | -9.3% |
| 6M | -7.2% | +13.1% | -20.3% | -6.5% |
| YTD | -18.9% | +26.2% | -45.1% | -20.4% |
| All | -24.2% | +29.5% | -53.7% | -27.1% |
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