+255.8%
ELV vs IWD
+203.0%
+52.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | +1.0% | +2.3% | -1.3% | -1.2% |
| 30D | +0.4% | +3.6% | -3.2% | -2.9% |
| 3M | +8.4% | +2.2% | +6.2% | +6.2% |
| 6M | +8.4% | +13.0% | -4.5% | -3.3% |
| YTD | +24.4% | +26.5% | -2.1% | -0.1% |
| 1Y | +33.5% | +30.1% | +3.4% | +4.5% |
| 3Y | -2.1% | +84.9% | -86.9% | -45.9% |
| 5Y | +5.8% | +73.4% | -67.6% | -38.5% |
| All | +255.8% | +203.0% | +52.8% | +23.9% |
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 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