+147.5%
XEL vs IWD
+201.1%
-53.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.2% | -2.3% | +1.1% | +0.2% |
| 30D | -2.9% | -1.8% | -1.1% | -1.8% |
| 3M | -2.7% | +8.0% | -10.7% | -7.3% |
| 6M | -6.5% | +17.0% | -23.5% | -15.2% |
| YTD | +3.6% | +21.3% | -17.6% | -8.1% |
| 1Y | +7.5% | +27.9% | -20.4% | -7.9% |
| 3Y | +46.3% | +70.1% | -23.7% | +4.3% |
| 5Y | +30.5% | +74.2% | -43.6% | -9.1% |
| All | +147.5% | +201.1% | -53.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling