+364.2%
ELF vs IWD
+212.1%
+152.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +0.5% |
| 7D | +7.8% | +1.3% | +6.6% | +6.3% |
| 30D | +9.3% | +3.6% | +5.7% | +5.0% |
| 3M | +21.2% | +2.3% | +18.8% | +18.1% |
| 6M | +96.1% | +13.0% | +83.1% | +71.0% |
| YTD | +57.0% | +26.2% | +30.8% | +21.5% |
| 1Y | +61.9% | +30.5% | +31.4% | +21.0% |
| 3Y | +20.0% | +86.2% | -66.2% | -37.2% |
| 5Y | +284.8% | +72.9% | +211.9% | +119.1% |
| 10Y | +364.2% | +205.0% | +159.2% | +66.5% |
| All | +364.2% | +212.1% | +152.1% | +66.5% |
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