+286.6%
ELF vs IWD
+202.4%
+84.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | +3.4% | +1.7% | +1.7% | +1.4% |
| 30D | +5.0% | +3.2% | +1.7% | +1.3% |
| 3M | +22.6% | +2.3% | +20.3% | +19.5% |
| 6M | +104.0% | +12.9% | +91.0% | +78.2% |
| YTD | +49.3% | +26.2% | +23.1% | +15.6% |
| 1Y | +46.0% | +28.3% | +17.8% | +11.3% |
| 3Y | +19.4% | +84.4% | -65.0% | -36.7% |
| 5Y | +262.0% | +73.0% | +189.0% | +106.2% |
| All | +286.6% | +202.4% | +84.2% | +44.8% |
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