+338.9%
ELF vs IWD
+203.9%
+135.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.3% | +1.6% | +4.7% | +4.4% |
| 30D | +8.5% | +3.6% | +4.9% | +4.3% |
| 3M | +24.4% | +2.0% | +22.4% | +21.7% |
| 6M | +94.7% | +13.1% | +81.7% | +69.8% |
| YTD | +55.9% | +26.2% | +29.7% | +20.6% |
| 1Y | +48.4% | +29.6% | +18.8% | +11.7% |
| 3Y | +24.6% | +84.3% | -59.7% | -34.0% |
| 5Y | +285.0% | +73.4% | +211.6% | +118.4% |
| All | +338.9% | +203.9% | +135.0% | +49.9% |
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 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