+949.0%
XEL vs IWD
+745.9%
+203.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.4% | +1.7% | -0.3% | +0.4% |
| 30D | +9.2% | +3.2% | +6.0% | +7.1% |
| 3M | +4.5% | +2.3% | +2.2% | +3.1% |
| 6M | +3.6% | +12.9% | -9.3% | -3.8% |
| YTD | +12.9% | +26.2% | -13.3% | -2.1% |
| 1Y | +4.1% | +28.3% | -24.2% | -10.6% |
| 3Y | +52.3% | +84.4% | -32.1% | +4.4% |
| 5Y | +51.6% | +73.0% | -21.4% | +7.4% |
| 10Y | +185.2% | +203.3% | -18.1% | +40.5% |
| All | +949.0% | +745.9% | +203.0% | +132.6% |
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