+86.2%
IWD vs XME
+101.1%
-14.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +0.7% |
| 7D | +1.3% | +0.9% | +0.3% | +1.0% |
| 30D | +3.6% | -7.3% | +10.9% | +5.4% |
| 3M | +2.3% | -14.8% | +17.1% | +6.0% |
| 6M | +13.0% | -18.4% | +31.4% | +18.0% |
| YTD | +26.2% | -4.7% | +30.8% | +24.7% |
| 1Y | +30.5% | +5.7% | +24.8% | +24.6% |
| 3Y | +86.2% | +104.0% | -17.8% | +35.8% |
| All | +86.2% | +101.1% | -14.8% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling