+745.6%
IWD vs EXEL
+295.8%
+449.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | +1.3% | +2.3% | -1.0% | +1.0% |
| 30D | +3.6% | +19.8% | -16.3% | +1.4% |
| 3M | +2.3% | +32.7% | -30.3% | -1.0% |
| 6M | +13.0% | +49.0% | -35.9% | +7.7% |
| YTD | +26.2% | +63.7% | -37.5% | +18.6% |
| 1Y | +30.5% | +75.8% | -45.3% | +21.6% |
| 3Y | +86.2% | +241.3% | -155.1% | +58.4% |
| 5Y | +72.9% | +289.0% | -216.2% | +43.6% |
| 10Y | +205.0% | +377.6% | -172.6% | +134.4% |
| All | +745.6% | +295.8% | +449.8% | +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