-25.6%
ELAN vs IWD
+142.6%
-168.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.8% |
| 7D | +4.0% | +2.3% | +1.8% | +1.4% |
| 30D | +18.8% | +3.6% | +15.2% | +14.1% |
| 3M | +19.0% | +2.2% | +16.8% | +16.3% |
| 6M | +22.8% | +13.0% | +9.9% | +7.0% |
| YTD | +18.3% | +26.5% | -8.2% | -8.8% |
| 1Y | +21.8% | +30.1% | -8.4% | -9.1% |
| 3Y | +153.8% | +84.9% | +69.0% | +30.8% |
| 5Y | -18.9% | +73.4% | -92.3% | -54.4% |
| All | -25.6% | +142.6% | -168.2% | -70.9% |
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