+197.1%
IWD vs EXR
+147.2%
+50.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.3% |
| 7D | -0.3% | -2.6% | +2.3% | +0.5% |
| 30D | +0.6% | -7.2% | +7.8% | +2.9% |
| 3M | +7.2% | -3.5% | +10.7% | +8.2% |
| 6M | +16.2% | -5.3% | +21.5% | +17.8% |
| YTD | +23.3% | +9.4% | +14.0% | +19.4% |
| 1Y | +29.6% | +1.3% | +28.2% | +28.2% |
| 3Y | +70.5% | +22.4% | +48.0% | +55.7% |
| 5Y | +73.5% | -12.2% | +85.7% | +73.0% |
| All | +197.1% | +147.2% | +50.0% | +120.1% |
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