+1,895.1%
ECL vs IWD
+726.5%
+1,168.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.4% |
| 30D | -2.2% | +0.6% | -2.8% | -2.7% |
| 3M | +10.1% | +7.2% | +2.9% | +3.5% |
| 6M | -5.7% | +16.2% | -21.9% | -17.4% |
| YTD | +7.0% | +23.3% | -16.4% | -11.1% |
| 1Y | +2.7% | +29.6% | -26.9% | -18.3% |
| 3Y | +57.7% | +70.5% | -12.7% | -2.5% |
| 5Y | +31.1% | +73.5% | -42.3% | -19.1% |
| 10Y | +150.9% | +198.3% | -47.4% | -1.7% |
| All | +1,895.1% | +726.5% | +1,168.6% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling