+202.3%
ECL vs IWD
+203.0%
-0.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +2.9% | +2.3% | +0.6% | +0.5% |
| 30D | +7.5% | +3.6% | +3.9% | +3.7% |
| 3M | +12.2% | +2.2% | +10.1% | +9.9% |
| 6M | +24.6% | +13.0% | +11.6% | +9.8% |
| YTD | +18.8% | +26.5% | -7.8% | -6.8% |
| 1Y | +19.3% | +30.1% | -10.8% | -9.1% |
| 3Y | +78.2% | +84.9% | -6.7% | -7.6% |
| 5Y | +38.8% | +73.4% | -34.6% | -22.2% |
| All | +202.3% | +203.0% | -0.8% | -3.2% |
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