+2,090.6%
ECL vs IWD
+731.9%
+1,358.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -0.6% |
| 7D | +1.7% | -0.9% | +2.6% | +2.5% |
| 30D | +8.9% | +2.6% | +6.3% | +6.5% |
| 3M | +7.4% | +1.2% | +6.2% | +6.3% |
| 6M | +19.3% | +12.1% | +7.2% | +7.9% |
| YTD | +17.4% | +24.1% | -6.7% | -2.9% |
| 1Y | +19.4% | +28.5% | -9.1% | -4.3% |
| 3Y | +80.5% | +79.5% | +1.0% | +6.6% |
| 5Y | +40.2% | +70.3% | -30.1% | -12.1% |
| 10Y | +207.8% | +212.5% | -4.7% | +16.1% |
| All | +2,090.6% | +731.9% | +1,358.6% | +251.0% |
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 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