+273.0%
ELF vs IWD
+72.9%
+200.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.6% |
| 7D | +1.6% | +2.3% | -0.7% | -1.3% |
| 30D | +9.1% | +3.6% | +5.5% | +4.2% |
| 3M | +28.2% | +2.2% | +26.0% | +24.7% |
| 6M | +119.5% | +13.0% | +106.6% | +87.8% |
| YTD | +55.2% | +26.5% | +28.6% | +15.0% |
| 1Y | +58.6% | +30.1% | +28.5% | +13.6% |
| 3Y | +21.3% | +84.9% | -63.6% | -40.7% |
| All | +273.0% | +72.9% | +200.1% | +104.4% |
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