+150.1%
XEL vs IWD
+202.0%
-51.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.6% |
| 30D | -0.9% | -1.6% | +0.8% | +0.1% |
| 3M | -1.4% | +7.0% | -8.4% | -5.5% |
| 6M | -5.8% | +17.0% | -22.8% | -14.5% |
| YTD | +4.7% | +21.6% | -16.9% | -7.4% |
| 1Y | +9.1% | +28.0% | -18.9% | -6.6% |
| 3Y | +47.8% | +70.6% | -22.7% | +5.2% |
| 5Y | +29.0% | +73.3% | -44.3% | -9.9% |
| All | +150.1% | +202.0% | -51.9% | +25.5% |
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