+19.3%
ECL vs IWD
+28.9%
-9.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +2.9% | +2.3% | +0.6% | +0.4% |
| 30D | +7.5% | +3.6% | +3.9% | +3.6% |
| 3M | +12.2% | +2.2% | +10.1% | +9.8% |
| 6M | +24.6% | +13.0% | +11.6% | +9.5% |
| YTD | +18.8% | +26.5% | -7.8% | -6.3% |
| 1Y | +19.3% | +30.1% | -10.8% | -8.0% |
| All | +19.3% | +28.9% | -9.6% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling