+202.4%
IWD vs EXR
+205.9%
-3.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +1.6% | +1.7% | -0.2% | +1.0% |
| 30D | +3.6% | +18.0% | -14.5% | -1.6% |
| 3M | +2.0% | +9.7% | -7.6% | -0.9% |
| 6M | +13.1% | +13.4% | -0.4% | +8.4% |
| YTD | +26.2% | +26.3% | -0.1% | +16.7% |
| 1Y | +29.6% | +27.6% | +2.0% | +19.4% |
| 3Y | +84.3% | +52.2% | +32.2% | +57.2% |
| 5Y | +73.4% | -1.1% | +74.5% | +66.9% |
| 10Y | +202.4% | +216.8% | -14.4% | +111.6% |
| All | +202.4% | +205.9% | -3.4% | +111.6% |
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