+200.5%
IWD vs XME
+412.4%
-211.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | -1.6% | +1.4% | -3.0% | -2.4% |
| 3M | +7.0% | +2.7% | +4.3% | +5.2% |
| 6M | +17.0% | +6.5% | +10.5% | +12.6% |
| YTD | +21.6% | +15.2% | +6.4% | +12.8% |
| 1Y | +28.0% | +43.5% | -15.5% | +7.9% |
| 3Y | +70.6% | +135.9% | -65.3% | +15.2% |
| 5Y | +73.3% | +181.5% | -108.1% | +4.9% |
| 10Y | +200.5% | +436.9% | -236.3% | +22.5% |
| All | +200.5% | +412.4% | -211.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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