+866.8%
XEL vs IWD
+726.5%
+140.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -1.9% | +0.6% | -2.5% | -2.3% |
| 3M | -1.9% | +7.2% | -9.1% | -6.0% |
| 6M | -7.4% | +16.2% | -23.7% | -15.5% |
| YTD | +4.1% | +23.3% | -19.3% | -8.5% |
| 1Y | +8.0% | +29.6% | -21.5% | -7.8% |
| 3Y | +48.4% | +70.5% | -22.1% | +6.7% |
| 5Y | +27.2% | +73.5% | -46.2% | -10.0% |
| 10Y | +146.8% | +198.3% | -51.5% | +22.8% |
| All | +866.8% | +726.5% | +140.3% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling