+49.2%
XEL vs IWD
+71.7%
-22.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -1.5% | -0.8% | -0.7% | -1.1% |
| 3M | -0.2% | +8.0% | -8.2% | -4.3% |
| 6M | -5.4% | +18.2% | -23.6% | -13.6% |
| YTD | +5.6% | +22.3% | -16.7% | -5.4% |
| 1Y | +10.5% | +28.9% | -18.4% | -4.0% |
| 3Y | +49.2% | +71.5% | -22.4% | +4.8% |
| All | +49.2% | +71.7% | -22.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling