-2.9%
ELV vs IWD
+84.1%
-87.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -3.0% |
| 7D | +1.1% | +1.3% | -0.1% | +0.3% |
| 30D | +1.3% | +3.6% | -2.2% | -0.8% |
| 3M | +6.6% | +2.3% | +4.2% | +5.1% |
| 6M | +11.6% | +13.0% | -1.5% | +3.5% |
| YTD | +21.1% | +26.2% | -5.1% | +5.1% |
| 1Y | +34.2% | +30.5% | +3.8% | +14.4% |
| 3Y | -2.9% | +86.2% | -89.1% | -28.0% |
| All | -2.9% | +84.1% | -87.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling