+74.7%
IWD vs XME
+162.6%
-87.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -0.8% | -4.2% | +3.4% | +0.5% |
| 30D | -0.8% | -2.7% | +1.9% | -0.2% |
| 3M | +6.9% | -3.9% | +10.8% | +7.7% |
| 6M | +18.3% | -1.0% | +19.3% | +17.3% |
| YTD | +22.4% | +9.8% | +12.5% | +16.5% |
| 1Y | +27.4% | +32.5% | -5.1% | +12.8% |
| 3Y | +71.2% | +124.3% | -53.2% | +23.0% |
| All | +74.7% | +162.6% | -87.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling