+931.9%
XEL vs IWD
+745.6%
+186.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.3% |
| 30D | +8.7% | +3.6% | +5.1% | +6.4% |
| 3M | +3.5% | +2.3% | +1.2% | +2.0% |
| 6M | +2.6% | +13.0% | -10.5% | -4.8% |
| YTD | +11.1% | +26.2% | -15.1% | -3.7% |
| 1Y | +2.2% | +30.5% | -28.3% | -13.2% |
| 3Y | +51.1% | +86.2% | -35.1% | +3.0% |
| 5Y | +48.0% | +72.9% | -24.9% | +4.9% |
| 10Y | +175.3% | +205.0% | -29.7% | +35.1% |
| All | +931.9% | +745.6% | +186.3% | +128.9% |
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