+745.7%
IWD vs EXEL
+289.4%
+456.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +1.6% | -2.4% | +4.0% | +1.8% |
| 30D | +3.6% | +17.9% | -14.3% | +1.6% |
| 3M | +2.0% | +33.3% | -31.2% | -1.3% |
| 6M | +13.1% | +46.6% | -33.5% | +7.9% |
| YTD | +26.2% | +61.0% | -34.8% | +18.9% |
| 1Y | +29.6% | +70.4% | -40.9% | +21.2% |
| 3Y | +84.3% | +236.1% | -151.8% | +57.1% |
| 5Y | +73.4% | +284.8% | -211.4% | +44.2% |
| 10Y | +202.4% | +348.4% | -146.0% | +134.1% |
| All | +745.7% | +289.4% | +456.2% | +348.2% |
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