+268.4%
ELV vs IWD
+203.8%
+64.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +3.8% | +1.6% | +2.3% | +2.3% |
| 30D | +4.1% | +3.6% | +0.5% | +0.7% |
| 3M | +8.5% | +2.0% | +6.5% | +6.5% |
| 6M | +14.6% | +13.1% | +1.5% | +2.1% |
| YTD | +24.4% | +26.2% | -1.8% | +0.1% |
| 1Y | +44.2% | +29.6% | +14.7% | +13.4% |
| 3Y | -1.4% | +84.3% | -85.7% | -45.4% |
| 5Y | +8.8% | +73.4% | -64.7% | -36.8% |
| 10Y | +268.4% | +202.4% | +65.9% | +24.4% |
| All | +268.4% | +203.8% | +64.6% | +24.4% |
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 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