+201.0%
IWD vs EXR
+215.7%
-14.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.7% | -1.2% | +2.9% | +2.1% |
| 30D | +3.2% | +18.3% | -15.1% | -2.1% |
| 3M | +2.3% | +9.1% | -6.8% | -0.5% |
| 6M | +12.9% | +11.7% | +1.2% | +8.8% |
| YTD | +26.2% | +25.7% | +0.5% | +16.9% |
| 1Y | +28.3% | +24.9% | +3.4% | +19.0% |
| 3Y | +84.4% | +51.4% | +32.9% | +57.5% |
| 5Y | +73.0% | -1.9% | +74.9% | +66.9% |
| All | +201.0% | +215.7% | -14.7% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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