+255.0%
ELF vs IWD
+73.6%
+181.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.0% |
| 7D | +5.4% | -0.3% | +5.6% | +5.7% |
| 30D | +27.0% | +0.6% | +26.4% | +26.0% |
| 3M | +113.2% | +7.2% | +106.0% | +95.2% |
| 6M | +36.6% | +16.2% | +20.4% | +12.4% |
| YTD | +44.2% | +23.3% | +20.9% | +10.3% |
| 1Y | -18.0% | +29.6% | -47.6% | -40.6% |
| 3Y | -19.9% | +70.5% | -90.4% | -57.2% |
| All | +255.0% | +73.6% | +181.4% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling