+40.1%
ECL vs IWD
+74.1%
-34.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.1% |
| 7D | -2.3% | -0.6% | -1.7% | -1.7% |
| 30D | +8.3% | +3.6% | +4.7% | +4.5% |
| 3M | +8.4% | +2.7% | +5.8% | +5.6% |
| 6M | +23.3% | +13.2% | +10.1% | +8.7% |
| YTD | +18.2% | +26.8% | -8.5% | -7.0% |
| 1Y | +18.8% | +29.3% | -10.5% | -8.5% |
| 3Y | +78.5% | +85.1% | -6.7% | -9.1% |
| 5Y | +40.1% | +74.2% | -34.1% | -22.4% |
| All | +40.1% | +74.1% | -34.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling