+191.6%
XOM vs IWD
+201.1%
-9.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +1.9% | -2.3% | +4.2% | +4.3% |
| 30D | +4.1% | -1.8% | +5.8% | +5.8% |
| 3M | +10.4% | +8.0% | +2.4% | +1.6% |
| 6M | +13.0% | +17.0% | -4.0% | -5.0% |
| YTD | +40.1% | +21.3% | +18.8% | +13.2% |
| 1Y | +51.1% | +27.9% | +23.2% | +15.2% |
| 3Y | +57.7% | +70.1% | -12.3% | -12.5% |
| 5Y | +264.7% | +74.2% | +190.6% | +95.0% |
| All | +191.6% | +201.1% | -9.5% | -7.6% |
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 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