+178.5%
EXE vs IWD
+98.1%
+80.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.5% |
| 7D | -0.3% | -0.3% | 0.0% | 0.0% |
| 30D | +8.5% | +0.6% | +7.9% | +7.8% |
| 3M | +5.5% | +7.2% | -1.8% | -1.6% |
| 6M | -5.9% | +16.2% | -22.1% | -19.2% |
| YTD | -9.7% | +23.3% | -33.1% | -27.3% |
| 1Y | +3.6% | +29.6% | -26.0% | -20.7% |
| 3Y | +18.0% | +70.5% | -52.4% | -34.1% |
| 5Y | +109.4% | +73.5% | +36.0% | +14.0% |
| All | +178.5% | +98.1% | +80.4% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling