+74.9%
IWD vs EXR
-11.8%
+86.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | +7.2% | -3.5% | +10.7% | +8.2% |
| 6M | +16.2% | -5.3% | +21.5% | +17.7% |
| YTD | +23.3% | +9.4% | +14.0% | +19.7% |
| 1Y | +29.6% | +1.3% | +28.2% | +28.2% |
| 3Y | +70.5% | +22.4% | +48.0% | +56.8% |
| All | +74.9% | -11.8% | +86.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling