+197.7%
ECL vs IWD
+212.1%
-14.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | -0.1% |
| 7D | -0.5% | +1.3% | -1.8% | -1.8% |
| 30D | +8.8% | +3.6% | +5.3% | +5.0% |
| 3M | +7.8% | +2.3% | +5.5% | +5.4% |
| 6M | +21.3% | +13.0% | +8.3% | +6.9% |
| YTD | +17.8% | +26.2% | -8.4% | -7.3% |
| 1Y | +21.1% | +30.5% | -9.4% | -8.0% |
| 3Y | +80.1% | +86.2% | -6.1% | -7.4% |
| 5Y | +40.5% | +72.9% | -32.4% | -21.0% |
| 10Y | +197.7% | +205.0% | -7.3% | -4.4% |
| All | +197.7% | +212.1% | -14.3% | -4.4% |
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