+786.4%
XOM vs IWD
+726.5%
+59.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | +1.8% | -0.3% | +2.0% | +2.0% |
| 30D | +5.9% | +0.6% | +5.3% | +5.2% |
| 3M | +5.6% | +7.2% | -1.7% | -1.5% |
| 6M | +7.9% | +16.2% | -8.3% | -7.2% |
| YTD | +35.2% | +23.3% | +11.8% | +9.9% |
| 1Y | +46.0% | +29.6% | +16.4% | +13.2% |
| 3Y | +55.0% | +70.5% | -15.4% | -7.7% |
| 5Y | +246.3% | +73.5% | +172.8% | +102.1% |
| 10Y | +181.0% | +198.3% | -17.3% | +3.2% |
| All | +786.4% | +726.5% | +59.9% | +36.1% |
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