+69.3%
IWD vs EXEL
+260.1%
-190.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | +2.7% | +19.0% | -16.4% | +0.3% |
| 3M | +0.9% | +33.3% | -32.4% | -2.9% |
| 6M | +10.5% | +42.9% | -32.3% | +5.1% |
| YTD | +23.7% | +58.7% | -35.0% | +15.6% |
| 1Y | +28.7% | +70.5% | -41.8% | +19.1% |
| 3Y | +79.7% | +233.8% | -154.1% | +45.0% |
| All | +69.3% | +260.1% | -190.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling