+314.5%
ELF vs IWD
+202.1%
+112.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -1.7% |
| 30D | +6.9% | +2.6% | +4.2% | +3.8% |
| 3M | +27.2% | +1.2% | +25.9% | +25.5% |
| 6M | +84.9% | +12.1% | +72.8% | +62.8% |
| YTD | +44.5% | +24.1% | +20.3% | +14.0% |
| 1Y | -6.8% | +28.5% | -35.3% | -28.9% |
| 3Y | +14.2% | +79.5% | -65.2% | -37.7% |
| 5Y | +250.6% | +70.3% | +180.3% | +103.3% |
| 10Y | +318.0% | +212.5% | +105.5% | +41.9% |
| All | +314.5% | +202.1% | +112.4% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling