-35.6%
ELAN vs IWD
+134.6%
-170.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.3% |
| 7D | -5.4% | -0.8% | -4.6% | -4.5% |
| 30D | +4.7% | -0.8% | +5.5% | +5.8% |
| 3M | -3.7% | +6.9% | -10.6% | -11.0% |
| 6M | -1.2% | +18.3% | -19.5% | -18.0% |
| YTD | +2.4% | +22.4% | -20.0% | -18.1% |
| 1Y | +23.4% | +27.4% | -4.0% | -5.7% |
| 3Y | +96.7% | +71.2% | +25.5% | +10.6% |
| 5Y | -30.6% | +75.7% | -106.3% | -61.3% |
| All | -35.6% | +134.6% | -170.2% | -73.8% |
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