+44.2%
ELV vs IWD
+29.9%
+14.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +3.8% | +1.6% | +2.3% | +2.4% |
| 30D | +4.1% | +3.6% | +0.5% | +1.1% |
| 3M | +8.5% | +2.0% | +6.5% | +6.7% |
| 6M | +14.6% | +13.1% | +1.5% | +3.2% |
| YTD | +24.4% | +26.2% | -1.8% | -2.2% |
| 1Y | +44.2% | +29.6% | +14.7% | +10.0% |
| All | +44.2% | +29.9% | +14.3% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling