+193.5%
ECL vs IWD
+203.8%
-10.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +1.6% | -1.1% | -1.1% |
| 30D | +8.6% | +3.6% | +5.0% | +4.7% |
| 3M | +7.9% | +2.0% | +5.8% | +5.7% |
| 6M | +21.0% | +13.1% | +8.0% | +6.6% |
| YTD | +17.5% | +26.2% | -8.7% | -7.5% |
| 1Y | +19.7% | +29.6% | -9.9% | -8.5% |
| 3Y | +77.4% | +84.3% | -6.9% | -7.7% |
| 5Y | +38.7% | +73.4% | -34.7% | -22.3% |
| 10Y | +193.5% | +202.4% | -8.9% | -4.7% |
| All | +193.5% | +203.8% | -10.3% | -4.7% |
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