+14.2%
ELF vs IWD
+78.7%
-64.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.3% |
| 7D | +4.0% | -0.5% | +4.4% | +4.6% |
| 30D | +10.6% | +2.7% | +7.9% | +6.1% |
| 3M | +25.8% | +0.9% | +24.9% | +24.0% |
| 6M | +89.1% | +10.5% | +78.5% | +61.6% |
| YTD | +52.7% | +23.7% | +29.0% | +9.7% |
| 1Y | +51.7% | +28.7% | +23.0% | +2.7% |
| 3Y | +14.2% | +79.7% | -65.5% | -53.9% |
| All | +14.2% | +78.7% | -64.5% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling