+211.6%
XOM vs IWD
+72.9%
+138.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | +2.8% | +2.3% | +0.6% | +1.2% |
| 30D | -3.6% | +3.6% | -7.2% | -6.2% |
| 3M | +8.2% | +2.2% | +6.1% | +6.3% |
| 6M | +14.0% | +13.0% | +1.1% | +3.6% |
| YTD | +44.6% | +26.5% | +18.1% | +19.4% |
| 1Y | +47.8% | +30.1% | +17.6% | +19.2% |
| 3Y | +79.6% | +84.9% | -5.3% | +6.4% |
| All | +211.6% | +72.9% | +138.7% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling