+4.6%
ELV vs IWD
+72.9%
-68.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -3.1% |
| 7D | +1.1% | +1.3% | -0.1% | +0.3% |
| 30D | +1.3% | +3.6% | -2.2% | -1.0% |
| 3M | +6.6% | +2.3% | +4.2% | +4.9% |
| 6M | +11.6% | +13.0% | -1.5% | +2.7% |
| YTD | +21.1% | +26.2% | -5.1% | +3.7% |
| 1Y | +34.2% | +30.5% | +3.8% | +12.5% |
| 3Y | -2.9% | +86.2% | -89.1% | -36.4% |
| 5Y | +4.6% | +72.9% | -68.3% | -27.1% |
| All | +4.6% | +72.9% | -68.3% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling