+628.2%
IWD vs EXR
+3,094.9%
-2,466.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.5% | +5.2% | -5.7% | -2.3% |
| 30D | +2.7% | +20.9% | -18.2% | -4.2% |
| 3M | +0.9% | +7.7% | -6.8% | -1.9% |
| 6M | +10.5% | +13.2% | -2.6% | +5.4% |
| YTD | +23.7% | +26.5% | -2.8% | +12.9% |
| 1Y | +28.7% | +27.2% | +1.5% | +17.1% |
| 3Y | +79.7% | +71.5% | +8.2% | +42.8% |
| 5Y | +69.7% | +0.4% | +69.3% | +60.4% |
| 10Y | +211.4% | +225.2% | -13.8% | +81.1% |
| All | +628.2% | +3,094.9% | -2,466.7% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling