-31.9%
ELAN vs IWD
+136.5%
-168.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.9% |
| 30D | -6.6% | +0.6% | -7.1% | -7.2% |
| 3M | -0.8% | +7.2% | -8.1% | -8.5% |
| 6M | +0.2% | +16.2% | -16.0% | -15.1% |
| YTD | +8.3% | +23.3% | -15.1% | -14.2% |
| 1Y | +40.2% | +29.6% | +10.7% | +5.1% |
| 3Y | +97.7% | +70.5% | +27.3% | +11.6% |
| 5Y | -28.3% | +73.5% | -101.7% | -59.5% |
| All | -31.9% | +136.5% | -168.4% | -72.6% |
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