+194.7%
IWD vs EXEL
+380.2%
-185.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -0.2% | +1.4% | -1.5% | -0.3% |
| 30D | -0.8% | +6.7% | -7.4% | -1.7% |
| 3M | +8.0% | +11.5% | -3.4% | +6.3% |
| 6M | +18.2% | +38.8% | -20.6% | +12.7% |
| YTD | +22.3% | +31.6% | -9.2% | +17.4% |
| 1Y | +28.9% | +53.0% | -24.1% | +20.8% |
| 3Y | +71.5% | +160.8% | -89.3% | +46.8% |
| 5Y | +73.6% | +190.1% | -116.5% | +44.5% |
| 10Y | +194.7% | +367.0% | -172.3% | +131.5% |
| All | +194.7% | +380.2% | -185.5% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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