+726.5%
IWD vs EXEL
+225.6%
+500.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | +8.4% | -8.6% | -1.2% |
| 30D | +0.6% | +4.1% | -3.5% | 0.0% |
| 3M | +7.2% | +12.4% | -5.2% | +5.6% |
| 6M | +16.2% | +41.5% | -25.3% | +11.3% |
| YTD | +23.3% | +34.6% | -11.3% | +18.7% |
| 1Y | +29.6% | +57.9% | -28.3% | +22.1% |
| 3Y | +70.5% | +159.5% | -89.0% | +49.5% |
| 5Y | +73.5% | +198.5% | -125.0% | +48.3% |
| 10Y | +198.3% | +411.4% | -213.0% | +126.3% |
| All | +726.5% | +225.6% | +500.9% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling