+301.7%
ELF vs IWD
+203.0%
+98.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | +1.6% | +2.3% | -0.7% | -0.9% |
| 30D | +9.1% | +3.6% | +5.5% | +4.9% |
| 3M | +28.2% | +2.2% | +26.0% | +25.2% |
| 6M | +119.5% | +13.0% | +106.6% | +91.8% |
| YTD | +55.2% | +26.5% | +28.6% | +19.8% |
| 1Y | +58.6% | +30.1% | +28.5% | +18.9% |
| 3Y | +21.3% | +84.9% | -63.6% | -35.9% |
| 5Y | +276.2% | +73.4% | +202.9% | +113.8% |
| All | +301.7% | +203.0% | +98.7% | +50.1% |
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