+188.0%
XEL vs IWD
+203.0%
-15.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +2.3% | +0.2% | +1.0% |
| 30D | +8.3% | +3.6% | +4.7% | +5.9% |
| 3M | +4.2% | +2.2% | +2.0% | +2.8% |
| 6M | +3.7% | +13.0% | -9.2% | -3.9% |
| YTD | +13.1% | +26.5% | -13.5% | -2.4% |
| 1Y | +5.0% | +30.1% | -25.1% | -11.0% |
| 3Y | +55.0% | +84.9% | -29.9% | +4.6% |
| 5Y | +51.8% | +73.4% | -21.5% | +5.8% |
| All | +188.0% | +203.0% | -15.0% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling