+484.4%
IWD vs XME
+180.8%
+303.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | -0.6% | +1.5% | -2.1% | -1.2% |
| 30D | +3.6% | -7.3% | +10.9% | +6.2% |
| 3M | +2.7% | -17.4% | +20.1% | +9.5% |
| 6M | +13.2% | -21.8% | +35.0% | +22.2% |
| YTD | +26.8% | -6.0% | +32.7% | +26.3% |
| 1Y | +29.3% | +3.8% | +25.5% | +23.8% |
| 3Y | +85.1% | +100.0% | -14.9% | +34.4% |
| 5Y | +74.2% | +116.1% | -41.9% | +19.2% |
| 10Y | +204.6% | +280.6% | -76.0% | +56.1% |
| All | +484.4% | +180.8% | +303.6% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling